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V-Lab

Alicorp SAA Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:87.50% (+1.47%)
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 SGARCH
paramt-stat
ω1.08085.07
α0.19013.97
β0.43304.22
γ10.81432.37
γ2-0.7223-1.37
γ3-0.5492-1.25
γ40.12920.27
γ51.38173.17
γ6-2.4657-5.96
γ72.53234.62
γ8-1.7594-2.20
γ92.59511.96
Estimation Period:
Aug 24, 1995 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts