Parque Arauco Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:36.29% (-1.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0537 | 17.51 | |
| 0.0426 | 17.56 | |
| 0.9248 | 403.86 | |
| 0.0372 | 5.30 |
Estimation Period:
Jan 14, 1997 to Feb 13, 2026
Jan 14, 1997 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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