Grupo Catalana Occidente Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, December 17th, 2025:52.65% (-2.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0174 | 3.60 | |
| 0.0569 | 16.05 | |
| 0.9098 | 223.92 | |
| 0.0666 | 5.51 |
Estimation Period:
Apr 20, 2009 to Dec 12, 2025
Apr 20, 2009 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
Other Grupo Catalana Occidente Sa Analyses
Other GJR-GARCH Analyses on International Equities