Vetropack Ag GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:29.46% (-0.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0757 | 10.45 | |
| 0.0384 | 12.98 | |
| 0.9236 | 303.03 | |
| 0.0457 | 6.97 |
Estimation Period:
Jun 7, 1993 to Feb 6, 2026
Jun 7, 1993 to Feb 6, 2026
News Impact Curve
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