V-Lab
Falabella Peru SAA MEM Volatility Analysis
Volatility Prediction for Friday, March 4th, 2022:61.98% (-3.62%)
Analysis last updated: Saturday, July 23, 2022 at 03:50 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2273 | 3.46 | |
| 0.0763 | 3.20 | |
| 0.8792 | 63.32 |
Estimation Period:
Jul 11, 2008 to Feb 12, 2021
Jul 11, 2008 to Feb 12, 2021
News Impact Curve
Volatility Forecasts
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