Adolfo Dominguez SA GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:30.74% (-1.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3794 | 26.77 | |
| 0.1303 | 21.16 | |
| 0.7877 | 160.24 | |
| 0.0435 | 3.73 |
Estimation Period:
Mar 18, 1997 to Feb 6, 2026
Mar 18, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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