Banco de Credito del Peru Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:25.61% (-1.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2924 | 5.13 | |
| 0.1182 | 6.34 | |
| 0.7275 | 17.28 | |
| -0.1826 | -2.68 | |
| 0.3957 | 3.92 | |
| -0.3509 | -5.26 | |
| 0.1753 | 2.91 | |
| -0.0665 | -1.04 | |
| 0.1316 | 1.81 | |
| -0.2081 | -2.52 | |
| 0.2498 | 2.81 | |
| -0.2935 | -2.89 | |
| 0.2164 | 1.77 |
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 Spline-GARCH Analyses on International Equities