Credicorp Capital Peru SAA MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 3rd, 2026:6.30% (-0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 1.0000 | 9,999,900.00 | |
| 0.0206 | 205,990.00 | |
| -0.0412 | -411,770.00 | |
| 5.0149 | 50,148,880.00 | |
| 0.0126 | 126,360.00 | |
| 0.8748 | 8,747,870.00 |
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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