Vitura SA GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:27.99% (-0.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0610 | 10.17 | |
| 0.0465 | 11.64 | |
| 0.9147 | 220.31 | |
| 0.0527 | 5.39 |
Estimation Period:
Mar 28, 2006 to Feb 6, 2026
Mar 28, 2006 to Feb 6, 2026
News Impact Curve
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