Activo Inmobiliario Peruano SAA GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, October 29th, 2025:28.72% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7241 | 8.61 | |
| 0.2381 | 6.34 | |
| 0.7788 | 76.72 | |
| -0.1237 | -2.69 |
Estimation Period:
Jul 1, 2008 to May 30, 2025
Jul 1, 2008 to May 30, 2025
News Impact Curve
Volatility Forecasts
Other Activo Inmobiliario Peruano SAA Analyses
Other GJR-GARCH Analyses on International Equities