Alicorp Sa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:18.41% (-1.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1807 | 5.64 | |
| 0.1685 | 6.74 | |
| 0.6798 | 16.75 | |
| -0.1350 | -1.16 | |
| 0.2713 | 1.58 | |
| -0.1663 | -1.60 | |
| -0.0326 | -0.31 | |
| 0.1788 | 1.70 | |
| -0.2296 | -2.44 | |
| 0.2998 | 3.03 | |
| -0.3845 | -3.67 | |
| 0.2756 | 3.03 |
Estimation Period:
Aug 29, 1997 to Feb 13, 2026
Aug 29, 1997 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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