Corp Aceros Arequipa SA GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:32.20% (-0.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0201 | 7.11 | |
| 0.0485 | 7.30 | |
| 0.9524 | 296.04 | |
| -0.0017 | -0.23 |
Estimation Period:
Nov 17, 1994 to Jan 30, 2026
Nov 17, 1994 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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