CrediaBank SA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:37.43% (-0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3201 | 12.24 | |
| 0.1316 | 14.13 | |
| 0.8721 | 158.20 | |
| -0.0074 | -0.63 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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