Credicorp Capital Peru SAA GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 3rd, 2026:14.93% (-0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0752 | 5.88 | |
| 0.2074 | 2.88 | |
| 0.8740 | 68.71 | |
| -0.1628 | -1.88 |
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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