MSCI NUAM Peru General Index Gross GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:37.41% (-1.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0825 | 8.32 | |
| 0.1362 | 38.31 | |
| 0.9754 | 346.13 | |
| 5.5157 | 11.64 |
Estimation Period:
Jan 1, 1990 to Apr 30, 2025
Jan 1, 1990 to Apr 30, 2025
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