Peruvian New Sol GARCH Volatility Analysis
Volatility Prediction for Wednesday, December 24th, 2025:4.74% (+0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0008 | 4.54 | |
| 0.0690 | 33.36 | |
| 0.9310 | 348.30 |
Estimation Period:
Jan 5, 1996 to Dec 19, 2025
Jan 5, 1996 to Dec 19, 2025
News Impact Curve
Volatility Forecasts
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