Laboratorio Farmaceutico Erf GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:63.40% (+6.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 4.72 | |
| 0.1254 | 3.56 | |
| 0.5975 | 8.96 | |
| -0.1097 | -2.38 |
Estimation Period:
Jul 1, 2022 to Feb 6, 2026
Jul 1, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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