El Puerto de Liverpool SAB de CV GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 5th, 2026:29.35% (-0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1441 | 10.13 | |
| 0.0486 | 9.42 | |
| 0.9097 | 212.65 | |
| 0.0462 | 4.20 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Jan 3, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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