V-Lab
Peruvian New Sol GARCH Volatility Analysis
Volatility Prediction for Monday, December 4th, 2023:9.82% (-0.35%)
Analysis last updated: Sunday, December 3, 2023 at 01:37 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0008 | 4.54 | |
| 0.0717 | 31.96 | |
| 0.9283 | 329.55 |
Estimation Period:
Jan 5, 1996 to Dec 1, 2023
Jan 5, 1996 to Dec 1, 2023
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