Alicorp Sa Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:31.33% (-2.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1388 | 5.67 | |
| 0.1860 | 6.87 | |
| 0.6448 | 15.13 | |
| -0.1484 | -1.31 | |
| 0.2911 | 1.75 | |
| -0.1753 | -1.72 | |
| -0.0334 | -0.32 | |
| 0.1934 | 1.89 | |
| -0.2635 | -2.88 | |
| 0.3700 | 3.76 | |
| -0.5457 | -4.86 | |
| 0.7089 | 4.75 |
Estimation Period:
Aug 29, 1997 to Feb 6, 2026
Aug 29, 1997 to Feb 6, 2026
News Impact Curve
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