Holaluz Clidom SA GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:45.71% (-4.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4512 | 9.61 | |
| 0.1591 | 7.27 | |
| 0.7792 | 56.88 | |
| 0.1233 | 4.03 |
Estimation Period:
Nov 29, 2019 to Feb 6, 2026
Nov 29, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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