Exmar Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.25% (-0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8855 | 15.29 | |
| 0.2666 | 11.53 | |
| 0.6214 | 53.84 | |
| 0.0195 | 0.49 |
Estimation Period:
Jun 23, 2003 to Feb 6, 2026
Jun 23, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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