Credicorp Ltd GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:27.46% (-0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0193 | 2.89 | |
| 0.0094 | 5.05 | |
| 0.9854 | 310.46 |
Estimation Period:
Jan 29, 2018 to Feb 6, 2026
Jan 29, 2018 to Feb 6, 2026
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