V-Lab
Falabella Peru SAA APARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:16.87% (-0.01%)
Analysis last updated: Friday, May 3, 2024 at 12:56 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0561 | 5.20 | |
| 0.0518 | 6.68 | |
| 0.9482 | 198.58 | |
| -0.6552 | -4.32 | |
| 1.4646 | 12.87 |
Estimation Period:
Jul 1, 2008 to Apr 30, 2024
Jul 1, 2008 to Apr 30, 2024
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