Enel Generacion Chile SA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:19.53% (+0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0740 | 21.56 | |
| 0.0656 | 19.03 | |
| 0.8924 | 317.93 | |
| 0.0317 | 4.04 |
Estimation Period:
Jan 11, 1990 to Feb 13, 2026
Jan 11, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Enel Generacion Chile SA Analyses
Other GJR-GARCH Analyses on International Equities