Banco de Credito del Peru GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.54% (-0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0221 | 7.66 | |
| 0.0320 | 8.38 | |
| 0.9626 | 342.06 | |
| 0.0044 | 0.82 |
Estimation Period:
Jan 21, 1992 to Feb 6, 2026
Jan 21, 1992 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Banco de Credito del Peru Analyses
Other GJR-GARCH Analyses on International Equities