Renta Corp Real Estate Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:59.08% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4270 | 5.16 | |
| 0.0961 | 8.76 | |
| 0.8306 | 88.94 | |
| 0.0657 | 2.41 |
Estimation Period:
Apr 6, 2006 to Feb 6, 2026
Apr 6, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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