Copa Holdings SA EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:33.77% (+0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0573 | 11.47 | |
| 0.1119 | 17.60 | |
| 0.9735 | 415.68 | |
| -0.0487 | -9.94 |
Estimation Period:
Dec 15, 2005 to Feb 6, 2026
Dec 15, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Copa Holdings SA Analyses
Other EGARCH Analyses on Equities