Banco DE Valores S A GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:23.34% (-0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0611 | 6.65 | |
| 0.0844 | 9.23 | |
| 0.8939 | 112.53 | |
| 0.0433 | 2.68 |
Estimation Period:
Jan 10, 2022 to Feb 6, 2026
Jan 10, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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