Copa Holdings SA GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:32.29% (-0.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2036 | 10.58 | |
| 0.0269 | 8.43 | |
| 0.9136 | 236.51 | |
| 0.0604 | 8.92 |
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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