El Puerto de Liverpool SAB de CV GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:23.87% (-0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0329 | 10.00 | |
| 0.0317 | 9.80 | |
| 0.9493 | 426.83 | |
| 0.0246 | 4.02 |
Estimation Period:
Jun 11, 1992 to Feb 6, 2026
Jun 11, 1992 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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