Peruvian New Sol Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:39.65% (-0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 22.7901 | 0.07 | |
| 0.5677 | 2.81 | |
| 0.4323 | 2.14 | |
| -1.5577 | -0.05 | |
| 4.5559 | 0.05 | |
| -16.6753 | -0.14 | |
| 40.8121 | 0.61 | |
| -53.6198 | -4.18 | |
| 43.0830 | 8.71 | |
| -20.0663 | -1.58 | |
| -0.5795 | -0.03 | |
| 9.3806 | 0.39 |
Estimation Period:
Jan 5, 1996 to Feb 13, 2026
Jan 5, 1996 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Peruvian New Sol Analyses
Other Spline-GARCH Analyses on Currencies