Duro Felguera SA GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:39.22% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0278 | 8.64 | |
| 0.0357 | 11.96 | |
| 0.9533 | 391.02 | |
| 0.0220 | 4.57 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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