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V-Lab

Copa Holdings Sa Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:34.36% (-1.63%)
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 SGARCH
paramt-stat
ω1.05017.17
α0.16935.38
β0.56118.20
γ10.15901.03
γ2-0.2736-1.15
γ30.44332.44
γ4-0.8413-4.85
γ51.02196.20
γ6-0.7945-4.98
γ70.23701.43
γ80.12010.68
γ90.07830.30
Estimation Period:
Jul 2, 2009 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts