Alicorp SAA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:37.61% (+2.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1060 | 4.60 | |
| 0.2006 | 4.60 | |
| 0.5644 | 7.65 | |
| 0.7824 | 2.07 | |
| -0.6961 | -1.18 | |
| -0.5306 | -1.06 | |
| 0.1256 | 0.24 | |
| 1.2967 | 2.74 | |
| -2.2073 | -5.06 | |
| 2.0762 | 3.85 | |
| -0.8996 | -1.34 | |
| -0.0417 | -0.07 |
Estimation Period:
Aug 24, 1995 to Feb 6, 2026
Aug 24, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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