Banco Latinoamericano de Comercio Exterior SA GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
26.57%
decreased by 0.59%
1 Week
27.24%
increased by 0.08%
1 Month
29.38%
increased by 2.22%
Analysis last updated: Friday, June 12, 2026 at 11:49 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1502 | 19.30 | |
| 0.0661 | 23.30 | |
| 0.8645 | 256.84 | |
| 0.0840 | 10.76 |
Estimation Period:
Sep 24, 1992 to Jun 12, 2026
Sep 24, 1992 to Jun 12, 2026
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