V-Lab
V-Lab
US Dollar to Peruvian New Sol GARCH Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:9.43% (+0.09%)

Analysis last updated: Thursday, April 25, 2024 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of US Dollar to Peruvian New Sol GARCH
paramt-stat
ω0.00104.81
α0.080832.53
β0.9192304.18
Estimation Period:
Jan 15, 1991 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts