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Copa Holdings Sa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:30.49% (-1.81%)
Analysis last updated: Thursday, February 12, 2026 at 08:43 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Copa Holdings Sa S0GARCH
paramt-stat
ω1.03717.11
α0.16995.42
β0.55998.17
γ10.13950.90
γ2-0.2422-1.01
γ30.42052.32
γ4-0.8199-4.72
γ50.99976.05
γ6-0.7674-4.81
γ70.19291.19
γ80.21211.36
γ9-0.1559-1.40
Estimation Period:
Jul 2, 2009 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts