Cmo Pcl GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:83.18% (-5.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6456 | 13.81 | |
| 0.1358 | 21.74 | |
| 0.8283 | 129.52 |
Estimation Period:
Oct 8, 2004 to Feb 6, 2026
Oct 8, 2004 to Feb 6, 2026
News Impact Curve
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