Cap-Cia Aceros Del Pacifico GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:43.11% (-0.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1548 | 30.09 | |
| 0.1126 | 24.43 | |
| 0.8478 | 304.96 | |
| 0.0487 | 5.13 |
Estimation Period:
Jan 11, 1990 to Feb 6, 2026
Jan 11, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Cap-Cia Aceros Del Pacifico Analyses
Other GJR-GARCH Analyses on International Equities