MSCI NUAM Peru General Index Gross AGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:39.36% (-4.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0599 | 32.61 | |
| 0.1889 | 46.62 | |
| 0.7903 | 207.37 | |
| 0.1091 | 10.70 |
Estimation Period:
Jan 1, 1990 to Apr 30, 2025
Jan 1, 1990 to Apr 30, 2025
News Impact Curve
Volatility Forecasts
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