V-Lab
Peruvian New Sol AGARCH Volatility Analysis
Volatility Prediction for Wednesday, December 4th, 2024:7.13% (-0.15%)
Analysis last updated: Tuesday, December 3, 2024 at 07:10 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0005 | 3.51 | |
| 0.0744 | 34.60 | |
| 0.9299 | 355.46 | |
| -0.0533 | -4.28 |
Estimation Period:
Jan 5, 1996 to Nov 29, 2024
Jan 5, 1996 to Nov 29, 2024
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