Credito Emiliano SpA GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:23.85% (-0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0482 | 16.26 | |
| 0.0437 | 13.40 | |
| 0.9336 | 357.85 | |
| 0.0311 | 6.93 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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