Pacifico Cia de Seguros y Reaseguros SA GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, December 23rd, 2025:37.55% (-1.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0384 | 3.98 | |
| 0.0000 | 0.00 | |
| 0.9401 | 163.53 | |
| 0.1056 | 3.82 |
Estimation Period:
Nov 30, 1994 to Dec 19, 2025
Nov 30, 1994 to Dec 19, 2025
News Impact Curve
Volatility Forecasts
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