Copa Holdings SA Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:38.89% (+1.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7575 | 5.23 | |
| 0.1224 | 5.69 | |
| 0.7444 | 15.98 | |
| -0.0963 | -0.72 | |
| -0.0738 | -0.37 | |
| 0.3344 | 2.04 | |
| -0.0845 | -0.47 | |
| -0.3401 | -1.74 | |
| 0.5693 | 2.76 | |
| -0.5669 | -3.30 | |
| 0.3257 | 2.27 | |
| 0.0597 | 0.28 |
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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