Peruana de Energia S.A.A. Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 27th, 2026:106.35% (-24.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8691 | 0.65 | |
| 0.5283 | 1.51 | |
| 0.4549 | 5.65 | |
| 4.8900 | 0.05 | |
| -129.8049 | -1.17 | |
| 359.9184 | 10.21 | |
| -400.5861 | -18.26 | |
| 193.5710 | 6.72 | |
| -7.0564 | -0.26 | |
| -52.6452 | -1.95 | |
| 67.8608 | 3.39 | |
| -44.3388 | -3.73 | |
| 1.4219 | 0.11 |
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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