Grupo Aval Acciones y Valores SA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:37.13% (-3.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2859 | 14.96 | |
| 0.1217 | 12.72 | |
| 0.7869 | 102.66 | |
| 0.0352 | 2.45 |
Estimation Period:
Feb 18, 2000 to Feb 6, 2026
Feb 18, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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