US Dollar to Peruvian New Sol AGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:5.42% (-0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0010 | 4.60 | |
| 0.0857 | 35.68 | |
| 0.9181 | 325.11 | |
| -0.0210 | -1.99 |
Estimation Period:
Jan 15, 1991 to Feb 20, 2026
Jan 15, 1991 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on Currencies