Cia Cervecerias Unidas SA GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:30.52% (-1.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1178 | 25.13 | |
| 0.0724 | 20.24 | |
| 0.8743 | 306.36 | |
| 0.0464 | 6.45 |
Estimation Period:
Sep 24, 1992 to Feb 13, 2026
Sep 24, 1992 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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