Peruvian New Sol EGARCH Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:5.06% (-0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0749 | -5.91 | |
| 0.2199 | 26.24 | |
| 0.9463 | 151.98 | |
| 0.0180 | 1.60 |
Estimation Period:
Jan 5, 1996 to Dec 5, 2025
Jan 5, 1996 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
Other Peruvian New Sol Analyses
Other EGARCH Analyses on Currencies