Alicorp SAA MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:48.32% (+1.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 86 | ||
| 0.2298 | 18.01 | |
| 0.5461 | 27.10 | |
| -0.0930 | -4.63 | |
| 0.7253 | 0.63 | |
| 0.4900 | 0.67 | |
| 0.4525 | 0.55 |
Estimation Period:
Aug 24, 1995 to Feb 6, 2026
Aug 24, 1995 to Feb 6, 2026
News Impact Curve
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