MSCI NUAM Peru General Index Gross GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:40.61% (-3.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0609 | 31.70 | |
| 0.1891 | 46.09 | |
| 0.7894 | 205.16 |
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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