PriceSmart Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:29.98% (-0.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1767 | 16.58 | |
| 0.0755 | 19.19 | |
| 0.8958 | 273.02 | |
| 0.0067 | 1.02 |
Estimation Period:
Aug 28, 1997 to Feb 13, 2026
Aug 28, 1997 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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