United Breweries Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.47% (+1.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0171 | 8.22 | |
| 0.0337 | 16.12 | |
| 0.9651 | 686.89 | |
| -0.0003 | -0.08 |
Estimation Period:
Jul 14, 2005 to Feb 6, 2026
Jul 14, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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