Skip to main content
V-Lab

Empresas Cmpc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.48% (+2.86%)
Analysis last updated: Saturday, February 7, 2026 at 08:18 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Empresas Cmpc S0GARCH
paramt-stat
ω1.40355.31
α0.10098.96
β0.835636.47
γ10.11792.15
γ2-0.1671-1.89
γ30.07081.06
γ40.03450.62
γ5-0.1350-2.22
γ60.10211.45
γ7-0.0338-0.49
γ80.09991.76
γ9-0.2195-4.81
γ100.18565.92
Estimation Period:
Mar 12, 1992 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts