Linea Directa Aseguradora SA GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:33.52% (+5.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.7293 | 20.66 | |
| 0.3116 | 8.63 | |
| 0.0295 | 1.48 | |
| -0.0850 | -1.39 |
Estimation Period:
May 20, 2021 to Jan 23, 2026
May 20, 2021 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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