Parque Arauco Sa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:32.41% (-0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1152 | 4.91 | |
| 0.0714 | 6.24 | |
| 0.8811 | 46.29 | |
| -0.0621 | -0.75 | |
| 0.0924 | 0.71 | |
| -0.0076 | -0.08 | |
| -0.1053 | -1.45 | |
| 0.1734 | 2.95 | |
| -0.1605 | -2.65 | |
| 0.2120 | 3.38 | |
| -0.3251 | -5.35 | |
| 0.2613 | 5.81 |
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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