Ecopetrol SA GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:41.23% (-0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1214 | 13.73 | |
| 0.0571 | 15.17 | |
| 0.8996 | 214.61 | |
| 0.0464 | 4.16 |
Estimation Period:
Sep 18, 2008 to Feb 6, 2026
Sep 18, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Depositary Receipts