Banco Latinoamericano de Comercio Exterior SA GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
34.31%
increased by 1.34%
1 Week
34.48%
increased by 1.51%
1 Month
35.03%
increased by 2.06%
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 | |
|---|---|---|
| 0.1503 | 19.31 | |
| 0.0663 | 23.33 | |
| 0.8644 | 256.79 | |
| 0.0842 | 10.76 |
Estimation Period:
Sep 24, 1992 to May 22, 2026
Sep 24, 1992 to May 22, 2026
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