V-Lab
Peruvian New Sol EGARCH Volatility Analysis
Volatility Prediction for Thursday, April 25th, 2024:8.71% (-0.90%)
Analysis last updated: Wednesday, April 24, 2024 at 07:19 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0792 | -5.84 | |
| 0.2310 | 25.76 | |
| 0.9438 | 140.09 | |
| 0.0113 | 0.94 |
Estimation Period:
Jan 5, 1996 to Apr 19, 2024
Jan 5, 1996 to Apr 19, 2024
News Impact Curve
Volatility Forecasts
Other Peruvian New Sol Analyses