Empresas Cmpc EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.35% (+1.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0384 | 23.01 | |
| 0.1655 | 42.53 | |
| 0.9712 | 652.68 | |
| -0.0262 | -6.87 |
Estimation Period:
Mar 12, 1992 to Feb 6, 2026
Mar 12, 1992 to Feb 6, 2026
News Impact Curve
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