Parque Arauco Sa EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:38.23% (+0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0461 | 12.58 | |
| 0.1353 | 27.90 | |
| 0.9723 | 536.29 | |
| -0.0341 | -5.75 |
Estimation Period:
Jan 14, 1997 to Feb 6, 2026
Jan 14, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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