Engie Energia Peru SA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.33% (-0.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1133 | 12.85 | |
| 0.0663 | 8.78 | |
| 0.8335 | 90.23 | |
| 0.0367 | 2.40 |
Estimation Period:
Oct 25, 2005 to Feb 6, 2026
Oct 25, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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