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Fabrica Peruana Eternit Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, December 30th, 2025:4,239,921,173,795,570,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000.00% (0.00%)
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 SGARCH
paramt-stat
ω4.416744,167,090.00
α0.22002,199,660.00
β0.73877,386,870.00
γ14.102141,020,790.00
γ2-82.9873-829,873,300.00
γ3229.68072,296,807,000.00
γ4-202.4401-2,024,401,000.00
γ567.8573678,573,000.00
γ6-320.0894-3,200,894,000.00
γ71,011.474010,114,740,000.00
γ8-2,476.9340-24,769,340,000.00
γ96,518.046065,180,460,000.00
Estimation Period:
Nov 3, 1993 to Jul 11, 2025
Impact of return on volatility tomorrow
Volatility Forecasts