Integratel Peru SAA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, June 6th, 2025:4,239,921,173,795,570,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000.00% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3276 | 3,275,630.00 | |
| 0.6683 | 6,682,630.00 | |
| 0.3193 | 3,192,570.00 | |
| -42.2279 | -422,279,200.00 | |
| -9.7463 | -97,462,720.00 | |
| 191.2114 | 1,912,114,000.00 | |
| -390.2943 | -3,902,943,000.00 | |
| 383.6090 | 3,836,090,000.00 | |
| 187.3214 | 1,873,214,000.00 | |
| -615.7272 | -6,157,272,000.00 | |
| 321.5580 | 3,215,580,000.00 |
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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