Ecopetrol Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:36.12% (-1.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0994 | 17.66 | |
| 0.0785 | 15.97 | |
| 0.8832 | 203.09 | |
| 0.0345 | 3.59 |
Estimation Period:
Jan 18, 2008 to Feb 6, 2026
Jan 18, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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