Copa Holdings Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:33.39% (-0.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3189 | 9.39 | |
| 0.0469 | 7.67 | |
| 0.8653 | 91.89 | |
| 0.0800 | 5.93 |
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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