Peruvian New Sol Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:63.03% (-0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.3691 | 0.31 | |
| 0.5939 | 98.53 | |
| 0.4052 | 323.36 | |
| -0.1343 | -1.15 | |
| 0.3543 | 1.49 | |
| -11.9847 | -41.11 | |
| 39.4938 | 93.68 | |
| -61.4343 | -60.25 | |
| 63.6081 | 29.23 | |
| -41.5506 | -7.93 | |
| 7.9187 | 0.48 | |
| 12.3002 | 0.29 |
Estimation Period:
Jan 5, 1996 to Feb 6, 2026
Jan 5, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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