V-Lab
Peruvian New Sol EGARCH Volatility Analysis
Volatility Prediction for Wednesday, January 15th, 2025:7.09% (+1.12%)
Analysis last updated: Tuesday, January 14, 2025 at 07:09 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0772 | -5.87 | |
| 0.2248 | 25.74 | |
| 0.9451 | 145.22 | |
| 0.0141 | 1.21 |
Estimation Period:
Jan 5, 1996 to Jan 10, 2025
Jan 5, 1996 to Jan 10, 2025
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