Alicorp SAA EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:57.26% (+2.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3143 | 15.54 | |
| 0.3396 | 21.48 | |
| 0.8942 | 118.45 | |
| -0.0160 | -1.20 |
Estimation Period:
Aug 24, 1995 to Feb 6, 2026
Aug 24, 1995 to Feb 6, 2026
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