Consolidated Water Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:32.42% (-0.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3692 | 24.21 | |
| 0.1287 | 21.34 | |
| 0.8300 | 195.02 | |
| 0.0341 | 3.01 |
Estimation Period:
May 17, 1995 to Feb 13, 2026
May 17, 1995 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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