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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%)
Analysis last updated: Wednesday, February 4, 2026 at 01:46 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Credicorp Capital Peru SAA SGARCH
paramt-stat
ω12.2571122,571,400.00
α0.11301,129,720.00
β0.002727,320.00
γ1-19.1269-191,268,800.00
γ2260.65452,606,545,000.00
γ3-844.2930-8,442,930,000.00
γ42,755.484027,554,840,000.00
γ5-8,067.1390-80,671,390,000.00
γ613,090.9700130,909,700,000.00
γ7-10,768.4000-107,684,000,000.00
γ83,845.892038,458,920,000.00
γ92,480.840024,808,400,000.00
Estimation Period:
Aug 25, 2014 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts