Aguas Andinas Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:19.82% (-0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0301 | 11.87 | |
| 0.0607 | 14.79 | |
| 0.9251 | 243.37 | |
| 0.0147 | 2.09 |
Estimation Period:
Jan 13, 1997 to Feb 13, 2026
Jan 13, 1997 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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