Banco Latinoamericano de Comercio Exterior SA Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
35.56%
increased by 0.04%
1 Week
35.40%
decreased by 0.12%
1 Month
34.94%
decreased by 0.58%
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 | |
|---|---|---|
| 1.0412 | 5.09 | |
| 0.1259 | 8.90 | |
| 0.8233 | 47.59 | |
| -0.0028 | -0.04 | |
| 0.0746 | 0.68 | |
| -0.1729 | -2.69 | |
| 0.1921 | 3.88 | |
| -0.1877 | -3.81 | |
| 0.1832 | 3.86 | |
| -0.1283 | -2.77 | |
| 0.0512 | 0.83 | |
| -0.0073 | -0.07 |
Estimation Period:
Sep 24, 1992 to May 22, 2026
Sep 24, 1992 to May 22, 2026
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