Credicorp Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.96% (-2.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2980 | 6.92 | |
| 0.1856 | 4.04 | |
| 0.2193 | 1.63 | |
| 0.1083 | 0.46 | |
| -0.4291 | -1.25 | |
| 0.6913 | 3.05 | |
| -0.4605 | -2.79 |
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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