Integratel Peru SAA EGARCH Volatility Analysis
Volatility Prediction for Friday, June 6th, 2025:271.14% (+249.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0886 | 5.31 | |
| 0.2028 | 33.57 | |
| 0.9627 | 164.25 | |
| -0.1382 | -19.89 |
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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