Ferreycorp SAA EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:32.69% (+1.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0413 | 7.50 | |
| 0.0841 | 9.03 | |
| 0.9859 | 348.36 | |
| 0.0120 | 0.96 |
Estimation Period:
Nov 25, 1991 to Feb 6, 2026
Nov 25, 1991 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Ferreycorp SAA Analyses
Other EGARCH Analyses on International Equities