Holcim (Argentina) Sa EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:58.84% (-1.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0699 | 11.37 | |
| 0.1192 | 26.68 | |
| 0.9759 | 488.43 | |
| -0.0364 | -5.98 |
Estimation Period:
May 7, 1992 to Feb 6, 2026
May 7, 1992 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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