Credicorp Ltd GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.21% (-0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0084 | 3.11 | |
| 0.0110 | 8.38 | |
| 0.9865 | 604.12 |
Estimation Period:
Apr 8, 2020 to Feb 6, 2026
Apr 8, 2020 to Feb 6, 2026
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