L.D.C. S.A. GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.47% (+0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0691 | 16.35 | |
| 0.0678 | 22.24 | |
| 0.8742 | 268.75 | |
| 0.0836 | 8.67 |
Estimation Period:
Nov 23, 1995 to Feb 6, 2026
Nov 23, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities