Credicorp Ltd AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:29.38% (+0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.1227 | 27.70 | |
| 0.0204 | 4.65 | |
| 0.0000 | 0.00 | |
| -4.3250 | -10.83 |
Estimation Period:
Jan 29, 2018 to Feb 6, 2026
Jan 29, 2018 to Feb 6, 2026
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