Transportadora De Gas Sur GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:47.35% (-1.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1023 | 15.18 | |
| 0.0622 | 12.34 | |
| 0.9258 | 316.62 | |
| 0.0092 | 1.12 |
Estimation Period:
May 27, 1994 to Feb 13, 2026
May 27, 1994 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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