Cresud Sacifya Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:43.78% (-0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6230 | 1.95 | |
| 0.0803 | 5.49 | |
| 0.8415 | 25.78 | |
| 0.1132 | 0.93 | |
| -0.2080 | -1.24 | |
| 0.2192 | 2.21 | |
| -0.2121 | -2.65 | |
| 0.1143 | 1.74 | |
| -0.0127 | -0.27 | |
| -0.0491 | -1.25 | |
| 0.0935 | 2.50 | |
| -0.0987 | -1.84 | |
| 0.0221 | 0.21 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Cresud Sacifya Analyses
Other Spline-GARCH Analyses on International Equities