Mfs Intercorp Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:62.68% (-0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0133 | 7.40 | |
| 0.0720 | 9.50 | |
| 0.9301 | 154.30 | |
| -0.0207 | -1.82 |
Estimation Period:
Oct 7, 2013 to Feb 6, 2026
Oct 7, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Mfs Intercorp Ltd Analyses
Other GJR-GARCH Analyses on International Equities