Fabrica Peruana Eternit EGARCH Volatility Analysis
Volatility Prediction for Tuesday, December 30th, 2025:64.65% (-2.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1246 | 3.42 | |
| 0.1618 | 12.51 | |
| 0.9709 | 112.90 | |
| -0.0293 | -0.90 |
Estimation Period:
Nov 3, 1993 to Jul 11, 2025
Nov 3, 1993 to Jul 11, 2025
News Impact Curve
Volatility Forecasts
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