Instituto Rosenbusch SA Rose GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:56.28% (-2.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1043 | 14.71 | |
| 0.0758 | 16.47 | |
| 0.9044 | 342.96 | |
| 0.0396 | 3.68 |
Estimation Period:
Aug 2, 2002 to Feb 13, 2026
Aug 2, 2002 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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