V-Lab
Falabella Peru SAA Asy. Power MEM Volatility Analysis
Volatility Prediction for Friday, March 4th, 2022:27.08% (-0.26%)
Analysis last updated: Saturday, July 23, 2022 at 03:50 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0579 | 14.13 | |
| 0.0273 | 4.54 | |
| 0.9510 | 256.34 | |
| -1.0000 | -492.36 | |
| 0.5000 | 23.77 |
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