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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%)
Analysis last updated: Saturday, June 7, 2025 at 01:08 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Integratel Peru SAA SGARCH
paramt-stat
ω6.096960,969,230.00
α0.37143,714,260.00
β0.56235,622,640.00
γ1-43.9571-439,571,200.00
γ2113.81841,138,184,000.00
γ3-34.9104-349,104,200.00
γ4-238.6120-2,386,120,000.00
γ5124.25431,242,543,000.00
γ6439.65414,396,541,000.00
γ7-267.2928-2,672,928,000.00
γ8-403.1408-4,031,408,000.00
γ9453.77834,537,783,000.00
Estimation Period:
Sep 9, 1993 to May 30, 2025
Impact of return on volatility tomorrow
Volatility Forecasts