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Peruana de Energia S.A.A. Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 27th, 2026:106.35% (-24.91%)
Analysis last updated: Tuesday, January 27, 2026 at 10:12 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Peruana de Energia S.A.A. S0GARCH
paramt-stat
ω0.86910.65
α0.52831.51
β0.45495.65
γ14.89000.05
γ2-129.8049-1.17
γ3359.918410.21
γ4-400.5861-18.26
γ5193.57106.72
γ6-7.0564-0.26
γ7-52.6452-1.95
γ867.86083.39
γ9-44.3388-3.73
γ101.42190.11
Estimation Period:
Jun 6, 2002 to Nov 7, 2025
Impact of return on volatility tomorrow
Volatility Forecasts