Colbun Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:25.13% (-1.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0971 | 16.60 | |
| 0.0926 | 14.50 | |
| 0.8545 | 192.29 | |
| 0.0638 | 5.66 |
Estimation Period:
Jun 19, 1992 to Feb 6, 2026
Jun 19, 1992 to Feb 6, 2026
News Impact Curve
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