Fabrica Peruana Eternit GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, December 30th, 2025:75.66% (-2.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0567 | 4.98 | |
| 0.0502 | 9.14 | |
| 0.9444 | 225.77 | |
| 0.0109 | 0.58 |
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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