Grupo Concesionario Oeste GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:40.56% (-1.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1945 | 8.90 | |
| 0.0719 | 12.91 | |
| 0.9155 | 215.00 | |
| -0.0151 | -1.99 |
Estimation Period:
Jan 15, 2001 to Feb 6, 2026
Jan 15, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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