Qualicorp SA GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:53.72% (-0.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1680 | 7.90 | |
| 0.0126 | 5.74 | |
| 0.9526 | 306.68 | |
| 0.0353 | 8.84 |
Estimation Period:
Jun 29, 2011 to Feb 6, 2026
Jun 29, 2011 to Feb 6, 2026
News Impact Curve
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