Cresud Sacifya Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:45.96% (-1.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5480 | 1.88 | |
| 0.0787 | 5.54 | |
| 0.8442 | 26.13 | |
| 0.0929 | 0.75 | |
| -0.1727 | -1.00 | |
| 0.1891 | 1.84 | |
| -0.1844 | -2.25 | |
| 0.0934 | 1.40 | |
| -0.0005 | -0.01 | |
| -0.0552 | -1.41 | |
| 0.0994 | 2.89 | |
| -0.1136 | -2.97 | |
| 0.0632 | 1.85 |
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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