Fabrica Peruana Eternit Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, December 30th, 2025:60.08% (-14.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.7368 | 1.35 | |
| 0.4281 | 4.01 | |
| 0.5577 | 5.77 | |
| 1.2120 | 0.37 | |
| -2.2528 | -0.47 | |
| 2.0212 | 0.65 | |
| 1.3816 | 0.51 | |
| -13.3932 | -4.87 | |
| 20.8829 | 4.84 | |
| -12.3880 | -1.64 | |
| 9.3343 | 1.19 | |
| -14.0927 | -2.41 | |
| 8.6701 | 1.94 |
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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