V-Lab
Falabella Peru SAA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:2.7797582340915914e+46% (0.00%)
Analysis last updated: Friday, May 3, 2024 at 12:56 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26.4341 | 264340800.00 | |
| 0.3092 | 3092340.00 | |
| 0.6828 | 6827540.00 | |
| -523.1086 | -5231086000.00 | |
| 832.8977 | 8328977000.00 | |
| -333.5623 | -3335623000.00 | |
| 42.4742 | 424741900.00 | |
| 61.3896 | 613896400.00 | |
| -177.6252 | -1776252000.00 | |
| 740.3456 | 7403456000.00 | |
| -3818.3960 | -38183960000.00 | |
| 7664.9450 | 76649450000.00 | |
| -6371.0200 | -63710200000.00 |
Estimation Period:
Jul 1, 2008 to Apr 30, 2024
Jul 1, 2008 to Apr 30, 2024
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