Credicorp Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:34.78% (+0.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 10.0809 | 10.91 | |
| 0.0230 | 23.51 | |
| 0.9990 | 3,887.16 | |
| 4.8882 | 12.59 |
Estimation Period:
Apr 8, 2020 to Feb 6, 2026
Apr 8, 2020 to Feb 6, 2026
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