Inversiones Centenario GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:38.16% (-0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0139 | 5.80 | |
| 0.0134 | 5.40 | |
| 0.9756 | 589.84 | |
| 0.0204 | 3.19 |
Estimation Period:
Sep 24, 1992 to Jan 2, 2026
Sep 24, 1992 to Jan 2, 2026
News Impact Curve
Volatility Forecasts
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