Fabrica Peruana Eternit GARCH Volatility Analysis
Volatility Prediction for Tuesday, December 30th, 2025:79.22% (-2.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0595 | 4.77 | |
| 0.0575 | 11.86 | |
| 0.9423 | 217.83 |
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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