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Rimac Seguros y Reaseguros Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:31.94% (+4.27%)
Analysis last updated: Wednesday, February 11, 2026 at 11:39 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Rimac Seguros y Reaseguros S0GARCH
paramt-stat
ω1.94734.37
α0.08574.19
β0.758012.52
γ1-0.0120-0.03
γ20.41770.70
γ3-1.0128-2.02
γ41.06572.26
γ5-0.8361-2.02
γ61.00942.23
γ7-1.4836-2.92
γ81.58742.49
γ9-1.0025-1.23
γ100.31490.51
Estimation Period:
Oct 16, 1992 to Jan 23, 2026
Impact of return on volatility tomorrow
Volatility Forecasts