V-Lab
Falabella Peru SAA Asy. MEM Volatility Analysis
Volatility Prediction for Friday, March 4th, 2022:65.22% (-3.24%)
Analysis last updated: Saturday, July 23, 2022 at 03:50 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1914 | 4.02 | |
| 0.0743 | 4.26 | |
| 0.8974 | 85.65 | |
| -0.0487 | -1.86 |
Estimation Period:
Jul 11, 2008 to Feb 12, 2021
Jul 11, 2008 to Feb 12, 2021
News Impact Curve
Volatility Forecasts
Other Falabella Peru SAA Analyses