Petroreconcavo S.A. GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:35.69% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0777 | 4.97 | |
| 0.0254 | 6.18 | |
| 0.9657 | 272.25 | |
| -0.0025 | -0.48 |
Estimation Period:
May 5, 2021 to Feb 6, 2026
May 5, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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