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 | |
|---|---|---|
| 15.0943 | 150,942,800.00 | |
| 0.1912 | 1,912,220.00 | |
| 0.7915 | 7,914,660.00 | |
| -15.8927 | -158,926,500.00 | |
| 54.6516 | 546,516,200.00 | |
| -61.1361 | -611,360,500.00 | |
| 9.0206 | 90,206,040.00 | |
| 170.4467 | 1,704,467,000.00 | |
| -1,178.8200 | -11,788,200,000.00 | |
| 4,454.6530 | 44,546,530,000.00 |
Estimation Period:
Nov 16, 1994 to Jul 11, 2025
Nov 16, 1994 to Jul 11, 2025
News Impact Curve
Volatility Forecasts
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