Copa Holdings SA AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.46% (-1.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3613 | 16.53 | |
| 0.1103 | 26.75 | |
| 0.8298 | 156.93 | |
| 0.8473 | 10.31 |
Estimation Period:
Dec 15, 2005 to Feb 6, 2026
Dec 15, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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