V-Lab
Peruvian New Sol GARCH Volatility Analysis
Volatility Prediction for Monday, November 28th, 2022:10.25% (+1.35%)
Analysis last updated: Friday, November 25, 2022, 07:16 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0007 | 4.55 | |
| 0.0723 | 31.34 | |
| 0.9277 | 327.12 |
Estimation Period:
Jan 5, 1996 to Nov 25, 2022
Jan 5, 1996 to Nov 25, 2022
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