Inmocemento S A GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:31.39% (+8.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7516 | 7.01 | |
| 0.0875 | 3.69 | |
| 0.6091 | 16.15 | |
| 0.1859 | 2.89 |
Estimation Period:
Nov 12, 2024 to Feb 13, 2026
Nov 12, 2024 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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