Skip to main content
V-Lab

Fabrica Peruana Eternit Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, December 30th, 2025:60.08% (-14.13%)
Analysis last updated: Wednesday, December 31, 2025 at 12:20 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Fabrica Peruana Eternit S0GARCH
paramt-stat
ω3.73681.35
α0.42814.01
β0.55775.77
γ11.21200.37
γ2-2.2528-0.47
γ32.02120.65
γ41.38160.51
γ5-13.3932-4.87
γ620.88294.84
γ7-12.3880-1.64
γ89.33431.19
γ9-14.0927-2.41
γ108.67011.94
Estimation Period:
Nov 3, 1993 to Jul 11, 2025
Impact of return on volatility tomorrow
Volatility Forecasts