Aerostar SA GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
59.10%
decreased by 3.94%
1 Week
59.11%
decreased by 3.93%
1 Month
59.13%
decreased by 3.91%
Analysis last updated: Thursday, May 21, 2026 at 08:42 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1663 | 14.41 | |
| 0.1174 | 16.43 | |
| 0.8585 | 148.48 | |
| 0.0244 | 1.67 |
Estimation Period:
Feb 6, 2009 to May 15, 2026
Feb 6, 2009 to May 15, 2026
Other GJR-GARCH Analyses on International Equities