Bolsas Y Mercados GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:34.44% (+6.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3540 | 10.44 | |
| 0.1583 | 8.56 | |
| 0.8466 | 76.70 | |
| -0.0403 | -1.48 |
Estimation Period:
May 24, 2017 to Feb 6, 2026
May 24, 2017 to Feb 6, 2026
News Impact Curve
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