Credicorp Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:29.87% (+0.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0290 | 5.84 | |
| 0.0205 | 6.73 | |
| 0.9686 | 342.98 | |
| 0.0097 | 1.71 |
Estimation Period:
Apr 8, 2020 to Feb 6, 2026
Apr 8, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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