Credicorp Ltd AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:34.48% (-4.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2004 | 20.20 | |
| 0.2209 | 22.16 | |
| 0.5523 | 36.30 | |
| 0.3881 | 5.32 |
Estimation Period:
Apr 8, 2020 to Feb 6, 2026
Apr 8, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on International Equities