Peruvian New Sol AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:6.54% (-0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0005 | 3.33 | |
| 0.0719 | 35.32 | |
| 0.9319 | 367.74 | |
| -0.0570 | -4.67 |
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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