Bolsa de Valores de Panama General Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:14.41% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0021 | 10.67 | |
| 0.0405 | 15.55 | |
| 0.9570 | 443.04 | |
| -0.0112 | -2.54 |
Estimation Period:
Jan 1, 1992 to Jan 8, 2026
Jan 1, 1992 to Jan 8, 2026
News Impact Curve
Volatility Forecasts
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