Skip to main content
V-Lab

Peruana de Energia S.A.A. Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 27th, 2026:110.00% (-23.84%)
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. SGARCH
paramt-stat
ω0.31140.02
α0.48360.01
β0.51640.01
γ178.24670.00
γ2-386.0992-0.02
γ3804.20620.12
γ4-856.1167-0.21
γ5450.82320.22
γ6-81.2843-0.10
γ7-37.9952-0.14
γ865.12040.53
γ9-48.5049-0.27
γ1010.43330.04
Estimation Period:
Jun 6, 2002 to Nov 7, 2025
Impact of return on volatility tomorrow
Volatility Forecasts