Promotora de Informaciones SA GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:26.57% (+2.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0519 | 13.06 | |
| 0.0490 | 17.07 | |
| 0.9205 | 469.40 | |
| 0.0610 | 9.62 |
Estimation Period:
Jun 27, 2000 to Feb 6, 2026
Jun 27, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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