Electro Sur Este SAA GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, August 19th, 2025:35.83% (-0.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3424 | 2.83 | |
| 0.1412 | 2.07 | |
| 0.9030 | 51.99 | |
| -0.1412 | -2.06 |
Estimation Period:
Apr 23, 2001 to May 30, 2025
Apr 23, 2001 to May 30, 2025
News Impact Curve
Volatility Forecasts
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