MSCI NUAM Peru General Index Gross MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:34.22% (+5.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.1595 | 40.24 | |
| 0.6800 | 99.90 | |
| 0.1098 | 19.94 | |
| 0.0094 | 8.75 | |
| 0.0333 | 10.96 | |
| 0.9614 | 269.61 |
Estimation Period:
Jan 1, 1990 to Apr 30, 2025
Jan 1, 1990 to Apr 30, 2025
News Impact Curve
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