Ferreycorp SAA Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.30% (+2.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2969 | 3.91 | |
| 0.1024 | 7.84 | |
| 0.8300 | 39.59 | |
| -0.0138 | -0.19 | |
| 0.1786 | 1.65 | |
| -0.3699 | -4.42 | |
| 0.3373 | 4.69 | |
| -0.1934 | -3.26 | |
| 0.0806 | 1.44 | |
| 0.0478 | 0.85 | |
| -0.1959 | -2.95 | |
| 0.2073 | 1.86 |
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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