Metrogas Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:46.81% (-1.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2964 | 19.26 | |
| 0.0855 | 20.22 | |
| 0.8903 | 257.54 | |
| 0.0075 | 0.99 |
Estimation Period:
Dec 4, 1995 to Feb 6, 2026
Dec 4, 1995 to Feb 6, 2026
News Impact Curve
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