V-Lab
Peruvian New Sol GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:9.25% (+0.21%)
Analysis last updated: Friday, April 26, 2024 at 07:16 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0007 | 4.43 | |
| 0.0785 | 16.61 | |
| 0.9306 | 326.64 | |
| -0.0181 | -2.24 |
Estimation Period:
Jan 5, 1996 to Apr 26, 2024
Jan 5, 1996 to Apr 26, 2024
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