V-Lab
Peruvian New Sol GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, October 6th, 2025:2.90% (-0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 0.00 | |
| 0.2098 | 92.01 | |
| 0.9990 | 49,950.00 | |
| 5.9663 | 26.52 |
Estimation Period:
Jan 5, 1996 to Oct 3, 2025
Jan 5, 1996 to Oct 3, 2025
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