Alicorp Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:23.56% (+1.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0384 | 11.25 | |
| 0.0476 | 14.66 | |
| 0.9313 | 309.40 | |
| 0.0282 | 5.14 |
Estimation Period:
Aug 29, 1997 to Feb 6, 2026
Aug 29, 1997 to Feb 6, 2026
News Impact Curve
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