Alicorp SAA AGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:51.50% (-5.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4207 | 14.12 | |
| 0.2401 | 22.67 | |
| 0.7727 | 103.67 | |
| 0.2243 | 2.30 |
Estimation Period:
Aug 24, 1995 to Feb 13, 2026
Aug 24, 1995 to Feb 13, 2026
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