Rimac Seguros y Reaseguros GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:34.57% (+0.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0352 | 9.98 | |
| 0.0242 | 10.21 | |
| 0.9658 | 662.85 | |
| 0.0116 | 2.23 |
Estimation Period:
Oct 16, 1992 to Jan 23, 2026
Oct 16, 1992 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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