Alicorp SAA GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:97.68% (-7.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 10.5265 | 41.01 | |
| 0.0556 | 926.95 | |
| 0.9967 | 12,155.16 | |
| 2.0000 | 2,000,000.00 |
Estimation Period:
Aug 24, 1995 to Feb 11, 2026
Aug 24, 1995 to Feb 11, 2026
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