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Empresa Agraria Azucarera Andahuasi SAA Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:95.49% (-6.16%)
Analysis last updated: Wednesday, February 11, 2026 at 11:40 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

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10Y ·

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graph of Empresa Agraria Azucarera Andahuasi SAA SGARCH
paramt-stat
ω0.75324.48
α0.13274.80
β0.725111.47
γ1-1.8850-2.85
γ22.74342.63
γ3-0.9214-1.12
γ4-0.3540-0.41
γ50.83100.87
γ60.12210.09
γ7-2.9714-1.57
γ84.94052.09
γ9-3.4542-1.03
γ103.03960.62
Estimation Period:
Apr 29, 1998 to Nov 28, 2025
Impact of return on volatility tomorrow
Volatility Forecasts