V-Lab
Peruvian New Sol GARCH Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:9.23% (+0.09%)
Analysis last updated: Thursday, April 25, 2024 at 07:18 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0008 | 4.56 | |
| 0.0717 | 32.11 | |
| 0.9283 | 330.12 |
Estimation Period:
Jan 5, 1996 to Apr 19, 2024
Jan 5, 1996 to Apr 19, 2024
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