Engie Energia Chile Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.44% (-1.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0344 | 13.68 | |
| 0.0517 | 15.06 | |
| 0.9246 | 367.62 | |
| 0.0475 | 7.33 |
Estimation Period:
Jun 21, 1995 to Feb 6, 2026
Jun 21, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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