Almendral SA GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:27.66% (-0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0264 | 13.93 | |
| 0.0529 | 18.06 | |
| 0.9495 | 504.80 | |
| -0.0168 | -3.61 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities