Peruvian New Sol GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:6.78% (-1.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 0.00 | |
| 0.2087 | 96.70 | |
| 0.9990 | 58,764.71 | |
| 5.9665 | 27.56 |
Estimation Period:
Jan 5, 1996 to Feb 6, 2026
Jan 5, 1996 to Feb 6, 2026
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