Credicorp Capital Peru SAA MEM Volatility Analysis
Volatility Prediction for Monday, May 12th, 2025:1.59% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0011 | 3.20 | |
| 0.1124 | 1.56 | |
| 0.8876 | 39.13 |
Estimation Period:
Sep 5, 2014 to May 9, 2025
Sep 5, 2014 to May 9, 2025
News Impact Curve
Volatility Forecasts
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