Nicolas Correa SA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:34.73% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0552 | 9.97 | |
| 0.0273 | 17.20 | |
| 0.9571 | 388.42 | |
| 0.0230 | 5.96 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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