Rimac Seguros y Reaseguros Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:31.94% (+4.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9473 | 4.37 | |
| 0.0857 | 4.19 | |
| 0.7580 | 12.52 | |
| -0.0120 | -0.03 | |
| 0.4177 | 0.70 | |
| -1.0128 | -2.02 | |
| 1.0657 | 2.26 | |
| -0.8361 | -2.02 | |
| 1.0094 | 2.23 | |
| -1.4836 | -2.92 | |
| 1.5874 | 2.49 | |
| -1.0025 | -1.23 | |
| 0.3149 | 0.51 |
Estimation Period:
Oct 16, 1992 to Jan 23, 2026
Oct 16, 1992 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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