Urbas Grupo Financiero SA GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:38.88% (-0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8968 | 10.16 | |
| 0.0994 | 9.39 | |
| 0.8468 | 101.94 | |
| 0.0164 | 1.13 |
Estimation Period:
Jan 1, 1990 to May 30, 2025
Jan 1, 1990 to May 30, 2025
News Impact Curve
Volatility Forecasts
Other Urbas Grupo Financiero SA Analyses
Other GJR-GARCH Analyses on International Equities