Alicorp SAA Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:87.50% (+1.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0808 | 5.07 | |
| 0.1901 | 3.97 | |
| 0.4330 | 4.22 | |
| 0.8143 | 2.37 | |
| -0.7223 | -1.37 | |
| -0.5492 | -1.25 | |
| 0.1292 | 0.27 | |
| 1.3817 | 3.17 | |
| -2.4657 | -5.96 | |
| 2.5323 | 4.62 | |
| -1.7594 | -2.20 | |
| 2.5951 | 1.96 |
Estimation Period:
Aug 24, 1995 to Feb 6, 2026
Aug 24, 1995 to Feb 6, 2026
News Impact Curve
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