Credicorp Capital Peru SAA Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 3rd, 2026:4,239,921,173,795,570,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000.00% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 12.2571 | 122,571,400.00 | |
| 0.1130 | 1,129,720.00 | |
| 0.0027 | 27,320.00 | |
| -19.1269 | -191,268,800.00 | |
| 260.6545 | 2,606,545,000.00 | |
| -844.2930 | -8,442,930,000.00 | |
| 2,755.4840 | 27,554,840,000.00 | |
| -8,067.1390 | -80,671,390,000.00 | |
| 13,090.9700 | 130,909,700,000.00 | |
| -10,768.4000 | -107,684,000,000.00 | |
| 3,845.8920 | 38,458,920,000.00 | |
| 2,480.8400 | 24,808,400,000.00 |
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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