Cia Minera San Ignacio de Morococha SAA EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 5th, 2026:58.60% (-3.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4277 | 8.37 | |
| 0.2318 | 22.31 | |
| 0.8666 | 50.82 | |
| 0.0015 | 0.17 |
Estimation Period:
Jan 2, 1992 to Jan 30, 2026
Jan 2, 1992 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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