Credicorp Ltd MEM Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:38.46% (+1.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1161 | 1.80 | |
| 0.0417 | 5.23 | |
| 0.9429 | 151.03 |
Estimation Period:
Feb 6, 2018 to Feb 13, 2026
Feb 6, 2018 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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