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Banco de Credito del Peru Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:23.46% (-1.52%)
Analysis last updated: Sunday, February 15, 2026 at 03:05 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Banco de Credito del Peru S0GARCH
paramt-stat
ω2.17334.84
α0.11936.21
β0.708615.56
γ1-0.1792-2.57
γ20.37943.75
γ3-0.3260-5.00
γ40.15272.59
γ5-0.0447-0.72
γ60.11051.58
γ7-0.1930-2.46
γ80.24152.97
γ9-0.2857-3.40
γ100.19853.27
Estimation Period:
Jan 21, 1992 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts