V-Lab
Peruvian New Sol AGARCH Volatility Analysis
Volatility Prediction for Wednesday, April 24th, 2024:13.08% (+4.70%)
Analysis last updated: Tuesday, April 23, 2024 at 07:17 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0005 | 3.75 | |
| 0.0765 | 34.19 | |
| 0.9282 | 345.59 | |
| -0.0478 | -3.91 |
Estimation Period:
Jan 5, 1996 to Apr 19, 2024
Jan 5, 1996 to Apr 19, 2024
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