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

V-Lab

Grupo Financiero Galicia SA Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, June 23rd, 2025:46.57% (+4.01%)

Analysis last updated: Friday, June 20, 2025 at 09:23 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4553	4.71
$α$	0.1142	6.14
$β$	0.7985	24.55
$γ_{1}$	-0.8232	-5.40
$γ_{2}$	1.0123	4.79
$γ_{3}$	-0.0048	-0.05
$γ_{4}$	-0.3952	-4.11
$γ_{5}$	0.3542	3.37
$γ_{6}$	-0.3371	-3.60
$γ_{7}$	0.5081	5.26
$γ_{8}$	-0.5998	-4.97
$γ_{9}$	0.4498	3.90
$γ_{10}$	-0.3106	-2.13

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts