Bodegas Riojanas SA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:25.82% (+1.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1124 | 14.10 | |
| 0.0475 | 10.10 | |
| 0.9097 | 206.14 | |
| 0.0332 | 3.16 |
Estimation Period:
Sep 30, 1997 to Feb 13, 2026
Sep 30, 1997 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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