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%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.4167 | 44,167,090.00 | |
| 0.2200 | 2,199,660.00 | |
| 0.7387 | 7,386,870.00 | |
| 4.1021 | 41,020,790.00 | |
| -82.9873 | -829,873,300.00 | |
| 229.6807 | 2,296,807,000.00 | |
| -202.4401 | -2,024,401,000.00 | |
| 67.8573 | 678,573,000.00 | |
| -320.0894 | -3,200,894,000.00 | |
| 1,011.4740 | 10,114,740,000.00 | |
| -2,476.9340 | -24,769,340,000.00 | |
| 6,518.0460 | 65,180,460,000.00 |
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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