Cresud SACIF y A Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:44.15% (-0.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4920 | 7.40 | |
| 0.1050 | 4.84 | |
| 0.7844 | 17.56 | |
| -0.1862 | -4.02 | |
| 0.2097 | 2.75 | |
| -0.0208 | -0.36 | |
| 0.0003 | 0.01 | |
| -0.0212 | -0.52 | |
| 0.1014 | 2.56 | |
| -0.1778 | -3.42 | |
| 0.1245 | 2.50 |
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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