Credicorp Ltd MEM Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:41.24% (+6.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5868 | 7.52 | |
| 0.1888 | 11.02 | |
| 0.7115 | 43.62 |
Estimation Period:
Apr 8, 2020 to Feb 13, 2026
Apr 8, 2020 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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