Peruvian New Sol GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:6.76% (-0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0008 | 4.53 | |
| 0.0691 | 33.45 | |
| 0.9309 | 348.38 |
Estimation Period:
Jan 5, 1996 to Feb 6, 2026
Jan 5, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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