Cerespo Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:22.47% (+0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1826 | 12.34 | |
| 0.1204 | 18.37 | |
| 0.8956 | 248.49 | |
| -0.0453 | -4.70 |
Estimation Period:
Jan 20, 1995 to Feb 13, 2026
Jan 20, 1995 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Cerespo Co Ltd Analyses
Other GJR-GARCH Analyses on International Equities