Fabrica Peruana Eternit MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, December 30th, 2025:121.04% (-20.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 51 | ||
| 0.1248 | 11.36 | |
| 0.6814 | 3.26 | |
| 0.0549 | 0.27 | |
| 0.4953 | 0.09 | |
| 0.4807 | 0.39 | |
| 0.5193 | 0.36 |
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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