Credicorp Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:29.83% (+0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0348 | 0.02 | |
| 0.0000 | 0.00 | |
| -0.0348 | -0.02 | |
| 0.7806 | 0.00 | |
| 0.1396 | 0.00 | |
| 0.6649 | 0.01 |
Estimation Period:
Jan 29, 2018 to Feb 13, 2026
Jan 29, 2018 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Credicorp Ltd Analyses
Other MF2-GARCH Analyses on International Equities