Budimex Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:38.39% (-0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1650 | 5.24 | |
| 0.0000 | 0.00 | |
| 0.9471 | 164.75 | |
| 0.0709 | 7.61 |
Estimation Period:
Mar 31, 2021 to Feb 6, 2026
Mar 31, 2021 to Feb 6, 2026
News Impact Curve
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