Peruvian New Sol EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:5.90% (-0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0754 | -5.92 | |
| 0.2206 | 26.36 | |
| 0.9460 | 151.03 | |
| 0.0173 | 1.53 |
Estimation Period:
Jan 5, 1996 to Feb 6, 2026
Jan 5, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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