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Alicorp Sa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:18.41% (-1.54%)
Analysis last updated: Sunday, February 15, 2026 at 05:40 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Alicorp Sa S0GARCH
paramt-stat
ω2.18075.64
α0.16856.74
β0.679816.75
γ1-0.1350-1.16
γ20.27131.58
γ3-0.1663-1.60
γ4-0.0326-0.31
γ50.17881.70
γ6-0.2296-2.44
γ70.29983.03
γ8-0.3845-3.67
γ90.27563.03
Estimation Period:
Aug 29, 1997 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts