Quimpac SA EGARCH Volatility Analysis
Volatility Prediction for Tuesday, August 19th, 2025:32.39% (+1.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0211 | 1.16 | |
| 0.0195 | 2.44 | |
| 0.9943 | 284.33 | |
| 0.0028 | 0.37 |
Estimation Period:
Nov 16, 1994 to Jul 11, 2025
Nov 16, 1994 to Jul 11, 2025
News Impact Curve
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