Transportadora Gas Del Norte GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:56.33% (+1.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4971 | 7.28 | |
| 0.0849 | 6.69 | |
| 0.8664 | 71.11 | |
| 0.0339 | 2.11 |
Estimation Period:
Oct 12, 2011 to Feb 6, 2026
Oct 12, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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