Carmila SA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:25.84% (-0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1925 | 7.76 | |
| 0.0921 | 8.45 | |
| 0.9016 | 159.55 | |
| -0.0183 | -1.14 |
Estimation Period:
Nov 17, 2000 to Feb 13, 2026
Nov 17, 2000 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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