Banco Davivienda SA GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:38.57% (-1.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0993 | 18.27 | |
| 0.0648 | 10.56 | |
| 0.8704 | 181.23 | |
| 0.0502 | 3.99 |
Estimation Period:
Oct 5, 2010 to Feb 6, 2026
Oct 5, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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