CBo Territoria GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:21.57% (+8.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0187 | 11.83 | |
| 0.0942 | 16.07 | |
| 0.9030 | 293.46 | |
| 0.0058 | 0.64 |
Estimation Period:
May 19, 2005 to Feb 6, 2026
May 19, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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