Guzman Y Gomez Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:42.59% (-1.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4018 | 5.80 | |
| 0.2238 | 5.72 | |
| 0.8009 | 28.16 | |
| 0.1597 | 3.68 |
Estimation Period:
Jun 20, 2024 to Feb 13, 2026
Jun 20, 2024 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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