V-Lab
Peruvian New Sol AGARCH Volatility Analysis
Volatility Prediction for Friday, October 4th, 2024:7.88% (+0.05%)
Analysis last updated: Thursday, October 3, 2024 at 07:16 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0005 | 3.58 | |
| 0.0756 | 34.46 | |
| 0.9289 | 350.40 | |
| -0.0517 | -4.17 |
Estimation Period:
Jan 5, 1996 to Sep 27, 2024
Jan 5, 1996 to Sep 27, 2024
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