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V-Lab

Parque Arauco Sa Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:39.36% (+0.66%)
Analysis last updated: Friday, February 13, 2026 at 07:59 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Parque Arauco Sa SGARCH
paramt-stat
ω1.10424.95
α0.07485.91
β0.865639.11
γ1-0.0434-0.45
γ20.01850.13
γ30.14091.59
γ4-0.2805-3.13
γ50.27822.71
γ6-0.1566-1.71
γ70.05980.73
γ80.10101.23
γ9-0.3900-4.85
γ100.63245.62
Estimation Period:
Jan 14, 1997 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts