BOLSA DE VALORES DE LIMA GENERAL SECTOR INDEX AGARCH VOLATILITY GRAPH?

Volatility Prediction for Monday, May 20: 36.32% (-4.90)
  • COMPARE menu down arrow
  • SUB PLOTmenu down arrow
  • LINE STYLE menu down arrow
  • KEY POSTION menu down arrow
  • COPY GRAPH

Date Range: from to

Window: 3m · 6m · 1y · 2y · 5y · all

Graph

Volatility Summary Table

Closing Price (PEN): S/ 16,543.37 Return: 0.77% 1 Week Pred: 36.11%
Avg Week Vol: 35.99% Avg Month Vol: 26.58% 1 Month Pred: 35.41%
Min Vol: 9.81% Max Vol: 137.86% 6 Months Pred: 32.95%
Avg Vol: 24.71% Vol of Vol: 31.88% 1 Year Pred: 32.07%

Documentation