Intercorp Financial Services Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.15% (+1.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5810 | 4.19 | |
| 0.2264 | 5.86 | |
| 0.5361 | 7.64 | |
| -0.4367 | -1.60 | |
| 0.6737 | 1.77 | |
| -0.2882 | -1.38 | |
| -0.1737 | -0.94 | |
| 0.4553 | 2.51 | |
| -0.3724 | -1.30 |
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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