Construcciones y Auxiliar de Ferrocarriles SA GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:23.12% (-0.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1358 | 23.73 | |
| 0.0821 | 19.76 | |
| 0.8672 | 229.41 | |
| 0.0324 | 3.78 |
Estimation Period:
Mar 27, 1990 to Feb 13, 2026
Mar 27, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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