Alicorp SAA GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:65.32% (-2.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3748 | 13.04 | |
| 0.1963 | 21.22 | |
| 0.8037 | 112.01 |
Estimation Period:
Aug 24, 1995 to Feb 6, 2026
Aug 24, 1995 to Feb 6, 2026
News Impact Curve
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