US Dollar to Peruvian New Sol EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:5.70% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0763 | -5.99 | |
| 0.2316 | 28.24 | |
| 0.9423 | 140.38 | |
| 0.0191 | 1.83 |
Estimation Period:
Jan 15, 1991 to Feb 20, 2026
Jan 15, 1991 to Feb 20, 2026
News Impact Curve
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