Credicorp Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:25.86% (-2.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9015 | 4.45 | |
| 0.0025 | 0.10 | |
| 0.2925 | 1.97 | |
| 0.0991 | 5.29 |
Estimation Period:
Jan 29, 2018 to Feb 13, 2026
Jan 29, 2018 to Feb 13, 2026
News Impact Curve
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