V-Lab
Peruvian New Sol Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, April 18th, 2024:9.24% (-0.65%)
Analysis last updated: Wednesday, April 17, 2024 at 07:17 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.1131 | 41131270.00 | |
| 0.5000 | 5000310.00 | |
| 0.5000 | 4999690.00 | |
| -0.5301 | -5300840.00 | |
| 1.8828 | 18828490.00 | |
| -1.9228 | -19228230.00 | |
| -0.5951 | -5951440.00 | |
| 1.7440 | 17439690.00 | |
| -0.3578 | -3577530.00 | |
| 0.2855 | 2854740.00 |
Estimation Period:
Jan 5, 1996 to Apr 12, 2024
Jan 5, 1996 to Apr 12, 2024
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