Copa Holdings Sa EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:37.30% (-0.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0928 | 9.11 | |
| 0.1782 | 18.45 | |
| 0.9559 | 188.57 | |
| -0.0532 | -6.85 |
Estimation Period:
Jul 2, 2009 to Feb 6, 2026
Jul 2, 2009 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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