Banco Latinoamericano de Comercio Exterior SA EGARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
36.60%
increased by 2.10%
1 Week
36.90%
increased by 2.40%
1 Month
37.96%
increased by 3.46%
Analysis last updated: Friday, May 22, 2026 at 10:25 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0532 | 17.87 | |
| 0.1844 | 42.13 | |
| 0.9732 | 693.67 | |
| -0.0558 | -11.97 |
Estimation Period:
Sep 24, 1992 to May 22, 2026
Sep 24, 1992 to May 22, 2026
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