Cencosud Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:34.41% (-0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1410 | 19.70 | |
| 0.0809 | 19.06 | |
| 0.8292 | 204.69 | |
| 0.1080 | 10.27 |
Estimation Period:
May 17, 2004 to Feb 6, 2026
May 17, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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