Peruvian New Sol EGARCH Volatility Analysis
Volatility Prediction for Friday, November 7th, 2025:6.09% (-0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0748 | -5.90 | |
| 0.2200 | 26.17 | |
| 0.9463 | 151.62 | |
| 0.0176 | 1.56 |
Estimation Period:
Jan 5, 1996 to Oct 31, 2025
Jan 5, 1996 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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