Cap-Cia Aceros Del Pacifico EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:48.24% (-0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0943 | 33.07 | |
| 0.3045 | 49.11 | |
| 0.9566 | 758.57 | |
| -0.0316 | -5.37 |
Estimation Period:
Jan 11, 1990 to Feb 6, 2026
Jan 11, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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