Banco de Credito del Peru MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:0.12% (-45.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.7500 | 7,499,900.00 | |
| 0.0000 | 100.00 | |
| 0.5000 | 5,000,000.00 | |
| 3.8020 | 38,020,060.00 | |
| 0.0000 | 100.00 | |
| 0.0000 | 100.00 |
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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