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Cia Minera San Ignacio de Morococha SAA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:65.09% (-4.56%)
Analysis last updated: Tuesday, February 17, 2026 at 10:10 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Cia Minera San Ignacio de Morococha SAA S0GARCH
paramt-stat
ω2.25802.59
α0.14466.96
β0.791627.06
γ10.03370.22
γ20.10250.48
γ3-0.2506-2.05
γ40.13931.49
γ50.05340.59
γ6-0.2090-1.82
γ70.24001.74
γ8-0.1487-1.29
Estimation Period:
Jan 2, 1992 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts