Empresas Cmpc GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.34% (+2.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0586 | 18.85 | |
| 0.0810 | 41.86 | |
| 0.9009 | 352.87 |
Estimation Period:
Mar 12, 1992 to Feb 6, 2026
Mar 12, 1992 to Feb 6, 2026
News Impact Curve
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