Hidrostal SA GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, December 31st, 2025:25.82% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1608 | 5.52 | |
| 0.0000 | 0.00 | |
| 0.9392 | 349.54 | |
| 0.1202 | 12.84 |
Estimation Period:
Apr 18, 1995 to May 30, 2025
Apr 18, 1995 to May 30, 2025
News Impact Curve
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