AFP Habitat SA GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:23.42% (-1.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1337 | 15.86 | |
| 0.1137 | 17.84 | |
| 0.8501 | 127.22 | |
| -0.0092 | -0.78 |
Estimation Period:
Sep 3, 1997 to Feb 6, 2026
Sep 3, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other AFP Habitat SA Analyses
Other GJR-GARCH Analyses on International Equities