Laboratorio Reig Jofre GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:25.80% (+0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4328 | 15.07 | |
| 0.1901 | 7.54 | |
| 0.7500 | 56.14 | |
| -0.0030 | -0.08 |
Estimation Period:
Jul 1, 2019 to Feb 13, 2026
Jul 1, 2019 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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