Intercorp Financial Services Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.77% (+1.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5814 | 4.19 | |
| 0.2270 | 5.86 | |
| 0.5354 | 7.64 | |
| -0.4374 | -1.60 | |
| 0.6768 | 1.78 | |
| -0.2974 | -1.43 | |
| -0.1504 | -0.83 | |
| 0.4011 | 2.62 | |
| -0.2356 | -2.29 |
Estimation Period:
Dec 18, 2014 to Feb 6, 2026
Dec 18, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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