Empresas Copec Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:20.83% (-0.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0537 | 24.60 | |
| 0.0804 | 23.73 | |
| 0.8902 | 411.39 | |
| 0.0324 | 5.09 |
Estimation Period:
Jan 11, 1990 to Feb 6, 2026
Jan 11, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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