V-Lab
Peruvian New Sol Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:10.59% (+0.41%)
Analysis last updated: Friday, April 26, 2024 at 07:19 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0721 | 720940.00 | |
| 0.5865 | 5864920.00 | |
| 0.4135 | 4135080.00 | |
| -3.6524 | -36524460.00 | |
| 8.8443 | 88443020.00 | |
| -15.9092 | -159091600.00 | |
| 25.9087 | 259086700.00 | |
| -23.9825 | -239825400.00 | |
| 10.5122 | 105122000.00 | |
| -2.0988 | -20988320.00 | |
| 0.3253 | 3253370.00 | |
| 0.1117 | 1116580.00 |
Estimation Period:
Jan 5, 1996 to Apr 26, 2024
Jan 5, 1996 to Apr 26, 2024
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