El Puerto De Liverpool Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:26.89% (-1.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9764 | 7.45 | |
| 0.2532 | 3.66 | |
| 0.5786 | 11.91 | |
| -0.1477 | -1.50 |
Estimation Period:
Sep 15, 2022 to Feb 13, 2026
Sep 15, 2022 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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