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V-Lab

Qualicorp SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:55.42% (-2.08%)
Analysis last updated: Thursday, February 12, 2026 at 12:47 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Qualicorp SA S0GARCH
paramt-stat
ω0.94456.36
α0.09334.44
β0.683310.83
γ1-0.0852-0.41
γ20.66422.08
γ3-1.2181-3.97
γ41.21083.27
γ5-1.0739-2.32
γ60.81441.82
γ7-0.3608-1.03
γ8-0.0704-0.27
γ90.17211.25
Estimation Period:
Jun 29, 2011 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts