V-Lab
V-Lab
US Dollar to Peruvian New Sol GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, April 19th, 2024:8.09% (-0.19%)

Analysis last updated: Thursday, April 18, 2024 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of US Dollar to Peruvian New Sol GJR-GARCH
paramt-stat
ω0.00104.77
α0.083421.69
β0.9197301.14
γ-0.0061-0.87
Estimation Period:
Jan 15, 1991 to Apr 12, 2024
Impact of return on volatility tomorrow
Volatility Forecasts