Fabrica Peruana Eternit GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, December 30th, 2025:3.55% (-0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 13.9931 | 24.82 | |
| 0.1651 | 708.65 | |
| 0.9990 | 24,365.85 | |
| 2.0000 | 20,000,000.00 |
Estimation Period:
Nov 3, 1993 to Dec 29, 2025
Nov 3, 1993 to Dec 29, 2025
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