Peruvian New Sol GARCH Volatility Analysis
Volatility Prediction for Thursday, January 29th, 2026:5.99% (+0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0008 | 4.54 | |
| 0.0692 | 33.38 | |
| 0.9308 | 347.84 |
Estimation Period:
Jan 5, 1996 to Jan 23, 2026
Jan 5, 1996 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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