Integratel Peru SAA GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, June 6th, 2025:553.94% (+484.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0181 | 5.13 | |
| 0.1036 | 20.04 | |
| 0.8714 | 148.67 | |
| 0.0501 | 2.36 |
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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