CPD S.A. Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:70.29% (-1.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4684 | 5.41 | |
| 0.2495 | 1.54 | |
| 0.1679 | 0.75 | |
| -0.9478 | -2.17 |
Estimation Period:
Jun 3, 2024 to Feb 6, 2026
Jun 3, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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