Peruvian New Sol AGARCH Volatility Analysis
Volatility Prediction for Tuesday, October 28th, 2025:7.04% (+0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0005 | 3.29 | |
| 0.0719 | 35.19 | |
| 0.9319 | 366.46 | |
| -0.0580 | -4.71 |
Estimation Period:
Jan 5, 1996 to Oct 24, 2025
Jan 5, 1996 to Oct 24, 2025
News Impact Curve
Volatility Forecasts
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