BOLSA DE VALORES DE LIMA GENERAL SECTOR INDEX GJR-GARCH VOLATILITY GRAPH?

Volatility Prediction for Wednesday, June 19: 23.70% (-2.81)
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Date Range: from to

Window: 3m · 6m · 1y · 2y · 5y · all

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Volatility Summary Table

Closing Price (PEN): S/ 16,714.68 Return: 0.41% 1 Week Pred: 24.03%
Avg Week Vol: 26.29% Avg Month Vol: 21.06% 1 Month Pred: 25.08%
Min Vol: 9.76% Max Vol: 138.31% 6 Months Pred: 28.35%
Avg Vol: 24.65% Vol of Vol: 32.07% 1 Year Pred: 29.39%