US Dollar to Peruvian New Sol GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:5.34% (+0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0010 | 4.71 | |
| 0.0820 | 22.37 | |
| 0.9229 | 318.04 | |
| -0.0099 | -1.53 |
Estimation Period:
Jan 15, 1991 to Feb 13, 2026
Jan 15, 1991 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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