Rimac Seguros y Reaseguros Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:43.04% (-0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9758 | 4.37 | |
| 0.0871 | 4.24 | |
| 0.7428 | 11.83 | |
| -0.0009 | -0.00 | |
| 0.4087 | 0.70 | |
| -1.0215 | -2.09 | |
| 1.0869 | 2.36 | |
| -0.8785 | -2.16 | |
| 1.0899 | 2.45 | |
| -1.6355 | -3.26 | |
| 1.8810 | 2.93 | |
| -1.6430 | -1.97 | |
| 1.9417 | 2.08 |
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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