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Parque Arauco Sa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:32.41% (-0.60%)
Analysis last updated: Thursday, February 12, 2026 at 07:57 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Parque Arauco Sa S0GARCH
paramt-stat
ω1.11524.91
α0.07146.24
β0.881146.29
γ1-0.0621-0.75
γ20.09240.71
γ3-0.0076-0.08
γ4-0.1053-1.45
γ50.17342.95
γ6-0.1605-2.65
γ70.21203.38
γ8-0.3251-5.35
γ90.26135.81
Estimation Period:
Jan 14, 1997 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts