Empresas Cmpc Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.88% (+2.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1662 | 4.47 | |
| 0.0945 | 9.31 | |
| 0.8598 | 50.76 | |
| 0.0041 | 0.26 | |
| 0.0137 | 0.63 | |
| -0.0442 | -3.28 | |
| 0.0621 | 4.66 | |
| -0.0979 | -5.20 |
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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