Cresud Sacifya EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:43.35% (-0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1946 | 6.53 | |
| 0.1068 | 9.43 | |
| 0.9107 | 63.14 | |
| -0.0021 | -0.28 |
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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