Skip to main content
V-Lab

Banco de Credito del Peru Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:25.61% (-1.86%)
Analysis last updated: Friday, February 13, 2026 at 10:12 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Banco de Credito del Peru SGARCH
paramt-stat
ω2.29245.13
α0.11826.34
β0.727517.28
γ1-0.1826-2.68
γ20.39573.92
γ3-0.3509-5.26
γ40.17532.91
γ5-0.0665-1.04
γ60.13161.81
γ7-0.2081-2.52
γ80.24982.81
γ9-0.2935-2.89
γ100.21641.77
Estimation Period:
Jan 21, 1992 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts