Peruvian New Sol Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:5.83% (+0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 12.9322 | 0.19 | |
| 0.5209 | 7.51 | |
| 0.4789 | 31.40 | |
| 6.7619 | 0.06 | |
| -9.1683 | -0.06 | |
| -4.7003 | -0.10 | |
| 24.1990 | 3.69 | |
| -33.9011 | -15.87 | |
| 28.9958 | 26.78 | |
| -20.9583 | -16.97 | |
| 14.3264 | 1.33 | |
| -7.6369 | -0.35 |
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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