Empresa Agroindustrial Pucal GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, June 6th, 2025:21.73% (+2.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1408 | 5.73 | |
| 0.0092 | 2.12 | |
| 0.9022 | 146.23 | |
| 0.1772 | 9.19 |
Estimation Period:
May 4, 2001 to May 30, 2025
May 4, 2001 to May 30, 2025
News Impact Curve
Volatility Forecasts
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