Grupo Aval Acciones y Valores SA GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:41.40% (-3.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2148 | 16.06 | |
| 0.1241 | 9.38 | |
| 0.8090 | 87.21 | |
| 0.0443 | 2.42 |
Estimation Period:
Sep 23, 2014 to Feb 13, 2026
Sep 23, 2014 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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