Credicorp Capital Peru SAA EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 3rd, 2026:17.87% (-0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1170 | 1.49 | |
| 0.1768 | 15.97 | |
| 0.9555 | 40.07 | |
| 0.0932 | 4.43 |
Estimation Period:
Aug 25, 2014 to Jan 30, 2026
Aug 25, 2014 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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