Patrimonio Autonomo Estrateg GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.76% (+2.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5001 | 7.94 | |
| 0.3153 | 5.94 | |
| 0.6452 | 23.32 | |
| -0.1722 | -2.62 |
Estimation Period:
Aug 22, 2022 to Feb 6, 2026
Aug 22, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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