Metrovacesa Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:24.76% (-2.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4675 | 13.30 | |
| 0.2833 | 11.86 | |
| 0.6842 | 42.85 | |
| -0.1125 | -2.85 |
Estimation Period:
Feb 6, 2018 to Jan 30, 2026
Feb 6, 2018 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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