Cia Sudamericana De Vapores GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:26.59% (-0.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4823 | 18.70 | |
| 0.1571 | 17.49 | |
| 0.7601 | 75.57 | |
| 0.0288 | 1.71 |
Estimation Period:
Jan 11, 1990 to Feb 6, 2026
Jan 11, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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