Laboratorios Farmaceuticos Rovi SA GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:25.12% (-0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4955 | 14.62 | |
| 0.0759 | 7.34 | |
| 0.7494 | 68.12 | |
| 0.0926 | 3.91 |
Estimation Period:
Dec 5, 2007 to Feb 6, 2026
Dec 5, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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