Peruvian New Sol GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:6.73% (-0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0007 | 4.38 | |
| 0.0773 | 16.05 | |
| 0.9335 | 344.73 | |
| -0.0217 | -2.79 |
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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