Copa Holdings SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:33.46% (-2.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7541 | 5.23 | |
| 0.1230 | 5.70 | |
| 0.7413 | 15.71 | |
| -0.1037 | -0.78 | |
| -0.0599 | -0.30 | |
| 0.3219 | 1.97 | |
| -0.0746 | -0.41 | |
| -0.3472 | -1.79 | |
| 0.5810 | 2.83 | |
| -0.5984 | -3.56 | |
| 0.4012 | 3.16 | |
| -0.1240 | -1.39 |
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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