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V-Lab

Alicorp Sa Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:31.33% (-2.56%)
Analysis last updated: Tuesday, February 10, 2026 at 10:19 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Alicorp Sa SGARCH
paramt-stat
ω2.13885.67
α0.18606.87
β0.644815.13
γ1-0.1484-1.31
γ20.29111.75
γ3-0.1753-1.72
γ4-0.0334-0.32
γ50.19341.89
γ6-0.2635-2.88
γ70.37003.76
γ8-0.5457-4.86
γ90.70894.75
Estimation Period:
Aug 29, 1997 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts