V-Lab
Peruvian New Sol GARCH Volatility Analysis
Volatility Prediction for Friday, June 2nd, 2023:6.63% (-0.24%)
Analysis last updated: Thursday, June 1, 2023 at 07:16 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0007 | 4.55 | |
| 0.0723 | 31.61 | |
| 0.9277 | 327.80 |
Estimation Period:
Jan 5, 1996 to May 27, 2023
Jan 5, 1996 to May 27, 2023
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