Cresud SACIF y A MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:55.83% (-3.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.0798 | 10.24 | |
| 0.7950 | 61.68 | |
| 0.0556 | 7.59 | |
| 0.0363 | 3.03 | |
| 0.0153 | 4.40 | |
| 0.9811 | 219.58 |
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 MF2-GARCH Analyses on Depositary Receipts