V-Lab: Grupo Financiero Galicia SA MF2-GARCH Volatility Analysis

V-Lab

Grupo Financiero Galicia SA MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, June 23rd, 2025:45.94% (+3.04%)

Analysis last updated: Friday, June 20, 2025 at 09:24 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	116
$α$	0.0607	13.61
$β$	0.9185	229.92
$γ$	0.0337	6.28
$λ_{1}$	10.0000	1.22
$λ_{2}$	0.0000	0.00
$λ_{3}$	0.6699	2.28

Estimation Period:
Jul 24, 2000 to Jun 20, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts