Cresud SACIF y A GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:46.84% (-0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3484 | 14.46 | |
| 0.0899 | 19.42 | |
| 0.8745 | 139.30 |
Estimation Period:
Mar 19, 1997 to Feb 6, 2026
Mar 19, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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