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Enel Generacion Piura SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:9.37% (-3.85%)
Analysis last updated: Sunday, February 8, 2026 at 02:46 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Enel Generacion Piura SA S0GARCH
paramt-stat
ω2.01682.82
α0.28362.09
β0.46372.40
γ1-1.8984-0.75
γ22.44890.69
γ31.51770.71
γ4-8.0809-3.67
γ514.00654.20
γ6-12.9351-2.74
γ77.75951.59
γ8-8.0296-1.44
γ98.62691.53
γ10-3.0837-0.93
Estimation Period:
Oct 2, 2006 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts