Empresas Cmpc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.48% (+2.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4035 | 5.31 | |
| 0.1009 | 8.96 | |
| 0.8356 | 36.47 | |
| 0.1179 | 2.15 | |
| -0.1671 | -1.89 | |
| 0.0708 | 1.06 | |
| 0.0345 | 0.62 | |
| -0.1350 | -2.22 | |
| 0.1021 | 1.45 | |
| -0.0338 | -0.49 | |
| 0.0999 | 1.76 | |
| -0.2195 | -4.81 | |
| 0.1856 | 5.92 |
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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