V-Lab
Peruvian New Sol GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, April 23rd, 2024:8.04% (-0.25%)
Analysis last updated: Monday, April 22, 2024 at 07:17 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0007 | 4.42 | |
| 0.0783 | 16.61 | |
| 0.9307 | 327.36 | |
| -0.0181 | -2.23 |
Estimation Period:
Jan 5, 1996 to Apr 19, 2024
Jan 5, 1996 to Apr 19, 2024
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