Integratel Peru SAA 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 | |
|---|---|---|
| 6.0969 | 60,969,230.00 | |
| 0.3714 | 3,714,260.00 | |
| 0.5623 | 5,622,640.00 | |
| -43.9571 | -439,571,200.00 | |
| 113.8184 | 1,138,184,000.00 | |
| -34.9104 | -349,104,200.00 | |
| -238.6120 | -2,386,120,000.00 | |
| 124.2543 | 1,242,543,000.00 | |
| 439.6541 | 4,396,541,000.00 | |
| -267.2928 | -2,672,928,000.00 | |
| -403.1408 | -4,031,408,000.00 | |
| 453.7783 | 4,537,783,000.00 |
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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