Peruvian New Sol AGARCH Volatility Analysis
Volatility Prediction for Monday, November 17th, 2025:5.26% (+0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0005 | 3.26 | |
| 0.0718 | 35.13 | |
| 0.9319 | 366.46 | |
| -0.0587 | -4.76 |
Estimation Period:
Jan 5, 1996 to Nov 14, 2025
Jan 5, 1996 to Nov 14, 2025
News Impact Curve
Volatility Forecasts
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