Renta 4 Banco SA GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:17.45% (-0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1309 | 13.05 | |
| 0.1627 | 11.80 | |
| 0.7375 | 63.51 | |
| -0.0135 | -0.58 |
Estimation Period:
Nov 14, 2007 to Feb 6, 2026
Nov 14, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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