Cresud SACIF y A GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:50.12% (-2.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3448 | 16.01 | |
| 0.0666 | 8.37 | |
| 0.8756 | 141.79 | |
| 0.0477 | 3.84 |
Estimation Period:
Mar 19, 1997 to Feb 13, 2026
Mar 19, 1997 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Cresud SACIF y A Analyses
Other GJR-GARCH Analyses on Depositary Receipts