Plaza S.A GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:36.09% (+0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0299 | 15.57 | |
| 0.0842 | 17.88 | |
| 0.8919 | 167.56 | |
| 0.0477 | 2.76 |
Estimation Period:
Jul 27, 2018 to Feb 6, 2026
Jul 27, 2018 to Feb 6, 2026
News Impact Curve
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