Credicorp Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:38.33% (-2.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3643 | 16.00 | |
| 0.3563 | 21.34 | |
| 0.7847 | 56.12 | |
| -0.0363 | -2.43 |
Estimation Period:
Apr 8, 2020 to Feb 6, 2026
Apr 8, 2020 to Feb 6, 2026
News Impact Curve
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