Guzman Y Gomez Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:39.88% (-3.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7032 | 6.41 | |
| 0.2830 | 2.75 | |
| 0.6293 | 13.91 | |
| -0.2475 | -2.26 |
Estimation Period:
Jun 20, 2024 to Feb 6, 2026
Jun 20, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Guzman Y Gomez Ltd Analyses
Other GJR-GARCH Analyses on International Equities