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V-Lab

Qualicorp SA Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:46.95% (-2.35%)
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 SGARCH
paramt-stat
ω0.93416.36
α0.09244.40
β0.679110.39
γ1-0.1069-0.52
γ20.69792.21
γ3-1.2395-4.10
γ41.22853.37
γ5-1.0937-2.40
γ60.85031.93
γ7-0.4409-1.25
γ80.11200.39
γ9-0.2938-0.75
Estimation Period:
Jun 29, 2011 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts