Montebalito SA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:42.98% (-1.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2313 | 9.93 | |
| 0.0862 | 12.33 | |
| 0.8996 | 151.25 | |
| -0.0014 | -0.10 |
Estimation Period:
Mar 28, 1991 to Feb 6, 2026
Mar 28, 1991 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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