Minera Valparaiso SA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.27% (-0.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1021 | 15.10 | |
| 0.1156 | 12.83 | |
| 0.8712 | 171.57 | |
| -0.0602 | -5.13 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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