MSCI NUAM Peru General Index Gross GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:41.15% (-2.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0611 | 32.97 | |
| 0.1621 | 33.58 | |
| 0.7891 | 206.37 | |
| 0.0603 | 6.94 |
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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