Cia de Minas Buenaventura SAA GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:70.52% (+6.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2433 | 15.85 | |
| 0.0579 | 20.81 | |
| 0.9003 | 273.07 | |
| 0.0287 | 4.69 |
Estimation Period:
May 15, 1996 to Feb 6, 2026
May 15, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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