Empresas Copec Sa Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.70% (-1.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4005 | 4.63 | |
| 0.1130 | 9.63 | |
| 0.8367 | 48.40 | |
| -0.0105 | -1.04 | |
| 0.0295 | 2.09 | |
| -0.0388 | -3.66 | |
| 0.0517 | 5.00 | |
| -0.0785 | -4.87 |
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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