Banco de Credito del Peru Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:23.46% (-1.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1733 | 4.84 | |
| 0.1193 | 6.21 | |
| 0.7086 | 15.56 | |
| -0.1792 | -2.57 | |
| 0.3794 | 3.75 | |
| -0.3260 | -5.00 | |
| 0.1527 | 2.59 | |
| -0.0447 | -0.72 | |
| 0.1105 | 1.58 | |
| -0.1930 | -2.46 | |
| 0.2415 | 2.97 | |
| -0.2857 | -3.40 | |
| 0.1985 | 3.27 |
Estimation Period:
Jan 21, 1992 to Feb 13, 2026
Jan 21, 1992 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Banco de Credito del Peru Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities