Empresas Copec Sa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.11% (-1.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2480 | 5.67 | |
| 0.1188 | 9.71 | |
| 0.8182 | 43.17 | |
| -0.0679 | -1.40 | |
| 0.1163 | 1.51 | |
| -0.1038 | -1.87 | |
| 0.1348 | 2.68 | |
| -0.1224 | -2.56 | |
| 0.0245 | 0.60 | |
| 0.0385 | 1.00 | |
| 0.0510 | 1.22 | |
| -0.1785 | -3.95 | |
| 0.1476 | 4.29 |
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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