Credicorp Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.78% (-2.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.1714 | 9.87 | |
| 0.2914 | 9.77 | |
| 0.0016 | 0.09 | |
| 0.0101 | 0.30 | |
| 0.0159 | 0.70 | |
| 0.9811 | 34.28 |
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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