Ferreycorp SAA MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:21.32% (-1.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 96 | ||
| 0.0888 | 24.11 | |
| 0.8119 | 193.87 | |
| 0.0270 | 5.67 | |
| 0.2004 | 3.61 | |
| 0.6345 | 11.04 | |
| 0.3388 | 5.01 |
Estimation Period:
Nov 25, 1991 to Feb 6, 2026
Nov 25, 1991 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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