V-Lab
Peruvian New Sol GARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:9.55% (-0.36%)
Analysis last updated: Sunday, April 28, 2024 at 01:35 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0008 | 4.55 | |
| 0.0718 | 32.11 | |
| 0.9282 | 329.51 |
Estimation Period:
Jan 5, 1996 to Apr 26, 2024
Jan 5, 1996 to Apr 26, 2024
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