Ferreycorp SAA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.22% (+2.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3426 | 3.98 | |
| 0.1023 | 7.84 | |
| 0.8300 | 39.43 | |
| -0.0004 | -0.01 | |
| 0.1557 | 1.44 | |
| -0.3517 | -4.20 | |
| 0.3211 | 4.45 | |
| -0.1804 | -3.04 | |
| 0.0719 | 1.29 | |
| 0.0516 | 0.94 | |
| -0.1950 | -3.48 | |
| 0.2003 | 4.93 |
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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