Banco de Credito del Peru GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:421,010.98% (+15,730.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 6.5423 | 15.88 | |
| 0.1180 | 572.85 | |
| 0.9990 | 15,609.38 | |
| 2.0000 | 20,000,000.00 |
Estimation Period:
Jan 21, 1992 to Feb 6, 2026
Jan 21, 1992 to Feb 6, 2026
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