Peruvian New Sol GARCH Volatility Analysis
Volatility Prediction for Friday, October 31st, 2025:6.18% (-0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0008 | 4.52 | |
| 0.0691 | 33.30 | |
| 0.9309 | 346.84 |
Estimation Period:
Jan 5, 1996 to Oct 24, 2025
Jan 5, 1996 to Oct 24, 2025
News Impact Curve
Volatility Forecasts
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