V-Lab
Falabella Peru SAA Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:0.00% (-4.23992117379557e+153%)
Analysis last updated: Friday, May 3, 2024 at 12:56 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 10.3671 | 103671400.00 | |
| 0.0000 | 0.00 | |
| 0.0000 | 0.00 | |
| -1.6831 | -16831490.00 | |
| 49.6100 | 496100200.00 | |
| -195.6047 | -1956047000.00 | |
| 629.5360 | 6295360000.00 | |
| -2346.2030 | -23462030000.00 | |
| 6810.4440 | 68104440000.00 |
Estimation Period:
Jul 1, 2008 to Apr 30, 2024
Jul 1, 2008 to Apr 30, 2024
News Impact Curve
Volatility Forecasts
Other Falabella Peru SAA Analyses