Credicorp Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:226,439.99% (-30,825.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.0486 | 1.06 | |
| 0.2182 | 143.64 | |
| 0.9990 | 1,027.78 | |
| 2.0000 | 17,094.02 |
Estimation Period:
Jan 29, 2018 to Feb 12, 2026
Jan 29, 2018 to Feb 12, 2026
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