Cresud SACIF y A Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:58.49% (-2.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4766 | 7.33 | |
| 0.1060 | 5.09 | |
| 0.7788 | 17.84 | |
| -0.1993 | -4.32 | |
| 0.2304 | 3.03 | |
| -0.0348 | -0.60 | |
| 0.0131 | 0.30 | |
| -0.0364 | -0.91 | |
| 0.1275 | 3.10 | |
| -0.2338 | -3.64 | |
| 0.2638 | 2.05 |
Estimation Period:
Mar 19, 1997 to Feb 13, 2026
Mar 19, 1997 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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