Empresa Agroindustrial Pucal Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, June 6th, 2025:15.37% (+15.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7385 | 0.23 | |
| 0.4020 | 1.82 | |
| 0.5700 | 0.66 | |
| -13.6609 | -0.05 | |
| -57.0834 | -0.06 | |
| 208.0551 | 0.13 | |
| -97.3549 | -0.08 | |
| -321.5617 | -0.85 | |
| 649.8476 | 31.87 | |
| -662.7651 | -87.58 | |
| 607.7919 | 60.65 | |
| -874.7644 | -63.15 | |
| 903.4531 | 98.68 |
Estimation Period:
May 4, 2001 to May 30, 2025
May 4, 2001 to May 30, 2025
News Impact Curve
Volatility Forecasts
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