Quimpac SA GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, August 19th, 2025:0.92% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 0.00 | |
| 0.0206 | 1.58 | |
| 0.9897 | 259.62 | |
| -0.0206 | -1.43 |
Estimation Period:
Jan 25, 1993 to May 30, 2025
Jan 25, 1993 to May 30, 2025
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities