US Dollar to Peruvian New Sol GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:5.27% (-0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0010 | 4.79 | |
| 0.0777 | 33.98 | |
| 0.9223 | 322.15 |
Estimation Period:
Jan 15, 1991 to Feb 13, 2026
Jan 15, 1991 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Currencies