Guzman Y Gomez Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:51.55% (+10.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9966 | 9.22 | |
| 0.2583 | 3.19 | |
| 0.6206 | 19.16 | |
| -0.2180 | -2.59 |
Estimation Period:
Jun 27, 2024 to Feb 6, 2026
Jun 27, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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