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Aguas Andinas Sa Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:17.15% (-1.39%)
Analysis last updated: Friday, February 13, 2026 at 08:02 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Aguas Andinas Sa SGARCH
paramt-stat
ω1.81416.86
α0.18654.28
β0.58009.40
γ1-0.0835-1.96
γ20.13991.96
γ3-0.0529-0.78
γ4-0.0003-0.00
γ5-0.0232-0.45
γ60.14472.43
γ7-0.3166-4.64
γ80.31124.02
Estimation Period:
Jan 13, 1997 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts