Peruvian New Sol AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:5.69% (+0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0005 | 3.33 | |
| 0.0716 | 35.33 | |
| 0.9320 | 368.54 | |
| -0.0573 | -4.69 |
Estimation Period:
Jan 5, 1996 to Feb 13, 2026
Jan 5, 1996 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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