Credicorp Ltd APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.24% (+0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0067 | 3.78 | |
| 0.0127 | 8.45 | |
| 0.9867 | 682.86 | |
| 0.2188 | 2.72 | |
| 1.6481 | 12.07 |
Estimation Period:
Apr 8, 2020 to Feb 6, 2026
Apr 8, 2020 to Feb 6, 2026
News Impact Curve
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