Peruvian New Sol GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:5.13% (+0.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 0.00 | |
| 0.2086 | 95.03 | |
| 0.9990 | 55,500.00 | |
| 5.9665 | 27.20 |
Estimation Period:
Jan 5, 1996 to Feb 13, 2026
Jan 5, 1996 to Feb 13, 2026
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