Peruvian New Sol AGARCH Volatility Analysis
Volatility Prediction for Monday, December 29th, 2025:4.51% (-0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0005 | 3.21 | |
| 0.0713 | 35.16 | |
| 0.9323 | 368.77 | |
| -0.0595 | -4.82 |
Estimation Period:
Jan 5, 1996 to Dec 26, 2025
Jan 5, 1996 to Dec 26, 2025
News Impact Curve
Volatility Forecasts
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