Peruvian New Sol Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:5.19% (-1.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 25.1101 | 3.64 | |
| 0.6073 | 582.84 | |
| 0.3926 | 361.17 | |
| -0.0409 | -0.41 | |
| 0.2089 | 0.90 | |
| -11.6320 | -37.79 | |
| 38.5215 | 96.32 | |
| -58.7326 | -64.71 | |
| 58.8393 | 38.91 | |
| -38.3873 | -31.13 | |
| 11.1855 | 28.79 | |
| 0.0022 | 0.04 |
Estimation Period:
Jan 5, 1996 to Feb 20, 2026
Jan 5, 1996 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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