Peruvian New Sol MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 25th, 2026:5.85% (+0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.1713 | 22.78 | |
| 0.4422 | 24.93 | |
| 0.0055 | 0.18 | |
| 0.0175 | 0.12 | |
| 0.9957 | 1.69 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 15, 1991 to Feb 20, 2026
Jan 15, 1991 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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