Empresa Agraria Azucarera Andahuasi SAA GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:96.28% (-7.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3522 | 6.13 | |
| 0.0946 | 8.51 | |
| 0.8550 | 106.14 | |
| 0.0890 | 3.73 |
Estimation Period:
Apr 29, 1998 to Nov 28, 2025
Apr 29, 1998 to Nov 28, 2025
News Impact Curve
Volatility Forecasts
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