Banco de Credito del Peru AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:30.12% (-0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0453 | 16.54 | |
| 0.0565 | 37.46 | |
| 0.9373 | 632.42 | |
| 0.0379 | 0.61 |
Estimation Period:
Jan 21, 1992 to Feb 6, 2026
Jan 21, 1992 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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