Integratel Peru SAA AGARCH Volatility Analysis
Volatility Prediction for Friday, June 6th, 2025:159.69% (+58.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0238 | 4.95 | |
| 0.2364 | 29.51 | |
| 0.8227 | 119.55 | |
| -0.0517 | -0.92 |
Estimation Period:
Sep 9, 1993 to May 30, 2025
Sep 9, 1993 to May 30, 2025
News Impact Curve
Volatility Forecasts
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