Alicorp Sa EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:24.72% (-0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0407 | 17.35 | |
| 0.1428 | 27.79 | |
| 0.9863 | 818.54 | |
| -0.0182 | -4.21 |
Estimation Period:
Aug 29, 1997 to Feb 6, 2026
Aug 29, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on International Equities