Administradora de Fondos de Pensiones Provida SA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:20.32% (-0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1380 | 15.66 | |
| 0.1017 | 16.97 | |
| 0.8845 | 188.54 | |
| -0.0450 | -5.69 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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