Empresas Cmpc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.76% (+1.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0559 | 18.07 | |
| 0.0562 | 22.34 | |
| 0.9043 | 373.23 | |
| 0.0466 | 8.41 |
Estimation Period:
Mar 12, 1992 to Feb 6, 2026
Mar 12, 1992 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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