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V-Lab

Mfs Intercorp Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:65.76% (-1.32%)
Analysis last updated: Tuesday, February 10, 2026 at 08:57 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Mfs Intercorp Ltd SGARCH
paramt-stat
ω0.12961.80
α0.37847.76
β0.00000.00
γ1-2.1055-1.51
γ22.30991.02
γ30.12350.08
γ40.63860.56
γ5-4.4613-3.76
γ68.30169.31
γ7-7.1245-4.41
γ82.03411.35
γ90.64840.73
γ10-0.2488-0.39
Estimation Period:
Oct 7, 2013 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts