Peruvian New Sol MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:4.75% (-0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.1710 | 22.74 | |
| 0.4420 | 24.84 | |
| 0.0056 | 0.18 | |
| 0.0175 | 0.12 | |
| 0.9967 | 1.68 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 15, 1991 to Feb 6, 2026
Jan 15, 1991 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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