Mfs Intercorp Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:64.03% (-5.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1450 | 1.85 | |
| 0.3547 | 7.18 | |
| 0.1912 | 2.00 | |
| -1.8413 | -1.29 | |
| 1.8819 | 0.81 | |
| 0.4579 | 0.29 | |
| 0.2393 | 0.21 | |
| -3.9261 | -3.38 | |
| 7.6662 | 8.51 | |
| -6.5615 | -3.93 | |
| 1.6089 | 1.03 | |
| 1.0950 | 1.26 | |
| -0.8985 | -2.48 |
Estimation Period:
Oct 7, 2013 to Feb 6, 2026
Oct 7, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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