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71 Modelo ARCH en la estimación del riesgo Beta para empresas de la BVL - Perú Casagrande 8.497 1.026 0.0019 1.314 0.00 0.89 Cerro Verde 4.993 0.986 0.0017 1.701 0.00 0.95 Graña y Montero 4.762 0.988 0.0000 0.836 0.00 0.90 Edegel 1.723 1.051 0.0000 0.354 0.00 0.14 Credicorp 11.961 0.981 0.0007 0.904 0.00 0.75 Coeficientes ARCH 2
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Coeficientes ARCH Beta CAPM Empresa Intercepto ARCH (1) Prob Valor Prob
R2
Casagrande 8.497 1.026 0.0019 1.314 0.00 0.89
Cerro Verde 4.993 0.986 0.0017 1.701 0.00 0.95
Graña y Montero 4.762 0.988 0.0000 0.836 0.00 0.90
Edegel 1.723 1.051 0.0000 0.354 0.00 0.14
Credicorp 11.961 0.981 0.0007 0.904 0.00 0.75