Quimpac SA GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, August 19th, 2025:71.36% (+37.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5218 | 5.40 | |
| 0.0558 | 7.43 | |
| 0.8853 | 80.11 | |
| 0.0647 | 2.98 |
Estimation Period:
Nov 16, 1994 to Jul 11, 2025
Nov 16, 1994 to Jul 11, 2025
News Impact Curve
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