Peruana de Energia S.A.A. Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 27th, 2026:110.00% (-23.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3114 | 0.02 | |
| 0.4836 | 0.01 | |
| 0.5164 | 0.01 | |
| 78.2467 | 0.00 | |
| -386.0992 | -0.02 | |
| 804.2062 | 0.12 | |
| -856.1167 | -0.21 | |
| 450.8232 | 0.22 | |
| -81.2843 | -0.10 | |
| -37.9952 | -0.14 | |
| 65.1204 | 0.53 | |
| -48.5049 | -0.27 | |
| 10.4333 | 0.04 |
Estimation Period:
Jun 6, 2002 to Nov 7, 2025
Jun 6, 2002 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
Other Peruana de Energia S.A.A. Analyses
Other Spline-GARCH Analyses on International Equities