Enel Generacion Piura SA GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:23.36% (+0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0347 | 3.83 | |
| 0.0317 | 5.89 | |
| 0.9683 | 269.21 | |
| -0.0144 | -2.16 |
Estimation Period:
Oct 2, 2006 to Feb 6, 2026
Oct 2, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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