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Rimac Seguros y Reaseguros Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:43.04% (-0.40%)
Analysis last updated: Friday, February 13, 2026 at 10:25 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Rimac Seguros y Reaseguros SGARCH
paramt-stat
ω1.97584.37
α0.08714.24
β0.742811.83
γ1-0.0009-0.00
γ20.40870.70
γ3-1.0215-2.09
γ41.08692.36
γ5-0.8785-2.16
γ61.08992.45
γ7-1.6355-3.26
γ81.88102.93
γ9-1.6430-1.97
γ101.94172.08
Estimation Period:
Oct 16, 1992 to Jan 23, 2026
Impact of return on volatility tomorrow
Volatility Forecasts