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Alicorp SAA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:37.61% (+2.50%)
Analysis last updated: Tuesday, February 10, 2026 at 10:04 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Alicorp SAA S0GARCH
paramt-stat
ω1.10604.60
α0.20064.60
β0.56447.65
γ10.78242.07
γ2-0.6961-1.18
γ3-0.5306-1.06
γ40.12560.24
γ51.29672.74
γ6-2.2073-5.06
γ72.07623.85
γ8-0.8996-1.34
γ9-0.0417-0.07
Estimation Period:
Aug 24, 1995 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts