Banco de Credito del Peru APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.70% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0400 | 10.40 | |
| 0.0281 | 8.03 | |
| 0.9512 | 365.02 | |
| 0.0298 | 1.98 | |
| 2.5831 | 21.86 |
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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