V-Lab
Peruvian New Sol Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:5.51% (-1.47%)
Analysis last updated: Friday, April 19, 2024 at 07:28 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4031 | 14030770.00 | |
| 0.6025 | 6024960.00 | |
| 0.3975 | 3975040.00 | |
| 0.4103 | 4103420.00 | |
| -2.3782 | -23782400.00 | |
| 5.5695 | 55694620.00 | |
| -13.9239 | -139239100.00 | |
| 32.3450 | 323450100.00 | |
| -45.5627 | -455627100.00 | |
| 38.0186 | 380185900.00 | |
| -20.0437 | -200436900.00 | |
| 7.1162 | 71162380.00 | |
| -2.1419 | -21419430.00 |
Estimation Period:
Jan 5, 1996 to Apr 19, 2024
Jan 5, 1996 to Apr 19, 2024
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