V-Lab
V-Lab
US Dollar to Peruvian New Sol AGARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:10.80% (+1.03%)

Analysis last updated: Friday, April 26, 2024 at 07:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of US Dollar to Peruvian New Sol AGARCH
paramt-stat
ω0.00114.67
α0.091134.26
β0.9140304.15
γ-0.0144-1.36
Estimation Period:
Jan 15, 1991 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts