V-Lab
Peruvian New Sol Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:11.52% (-0.71%)
Analysis last updated: Friday, April 26, 2024 at 07:18 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6625 | 6624730.00 | |
| 0.5302 | 5301520.00 | |
| 0.4698 | 4698480.00 | |
| 0.1255 | 1254890.00 | |
| -0.2981 | -2981190.00 | |
| -2.0743 | -20742840.00 | |
| 8.6955 | 86955460.00 | |
| -14.6733 | -146733400.00 | |
| 15.2302 | 152301600.00 | |
| -11.8646 | -118645600.00 | |
| 9.9132 | 99131690.00 |
Estimation Period:
Jan 5, 1996 to Apr 26, 2024
Jan 5, 1996 to Apr 26, 2024
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