Peruana de Energia S.A.A. GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 27th, 2026:97.88% (-9.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2580 | 5.82 | |
| 0.1492 | 8.92 | |
| 0.8315 | 68.90 | |
| 0.0386 | 0.82 |
Estimation Period:
Jun 6, 2002 to Nov 7, 2025
Jun 6, 2002 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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