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Empresas Copec Sa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.11% (-1.00%)
Analysis last updated: Saturday, February 7, 2026 at 08:15 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Empresas Copec Sa S0GARCH
paramt-stat
ω1.24805.67
α0.11889.71
β0.818243.17
γ1-0.0679-1.40
γ20.11631.51
γ3-0.1038-1.87
γ40.13482.68
γ5-0.1224-2.56
γ60.02450.60
γ70.03851.00
γ80.05101.22
γ9-0.1785-3.95
γ100.14764.29
Estimation Period:
Jan 11, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts