Michell y Cia SA GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:46.56% (-3.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5691 | 4.60 | |
| 0.1578 | 10.77 | |
| 0.8137 | 38.50 | |
| 0.0569 | 1.35 |
Estimation Period:
Jun 2, 1994 to Jan 23, 2026
Jun 2, 1994 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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