Credicorp Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:25.57% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0154 | 2.46 | |
| 0.0009 | 0.30 | |
| 0.9887 | 383.21 | |
| 0.0115 | 3.29 |
Estimation Period:
Jan 29, 2018 to Feb 6, 2026
Jan 29, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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