MSCI NUAM Peru General Index Gross EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:38.91% (-1.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0327 | 27.07 | |
| 0.3314 | 54.76 | |
| 0.9591 | 681.15 | |
| -0.0320 | -8.33 |
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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