Quimpac SA Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, August 19th, 2025:4,239,921,173,795,570,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000.00% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8284 | 8,283,520.00 | |
| 0.0000 | 10.00 | |
| 0.9987 | 9,987,390.00 | |
| 1.4884 | 14,883,950.00 | |
| -5.0900 | -50,899,910.00 | |
| -375.9307 | -3,759,307,000.00 |
Estimation Period:
Jan 25, 1993 to May 30, 2025
Jan 25, 1993 to May 30, 2025
News Impact Curve
Volatility Forecasts
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