Masisa S.A. Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:38.76% (-3.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4938 | 4.86 | |
| 0.1328 | 7.46 | |
| 0.7507 | 20.68 | |
| -0.2281 | -2.36 | |
| 0.1561 | 1.14 | |
| 0.2118 | 2.59 | |
| -0.2616 | -3.21 | |
| 0.2140 | 2.82 | |
| -0.0912 | -1.19 | |
| -0.0974 | -1.24 | |
| 0.2824 | 2.97 | |
| -0.4260 | -3.31 | |
| 0.4479 | 1.92 |
Estimation Period:
Jan 13, 1997 to Feb 6, 2026
Jan 13, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Spline-GARCH Analyses on International Equities