V-Lab: Peruvian New Sol GAS-GARCH Student T Volatility Analysis

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V-Lab

Peruvian New Sol GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, July 29th, 2024:5.88% (+1.19%)

Analysis last updated: Friday, July 26, 2024 at 07:19 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0000	0.00
$α$	0.2176	93.25
$β$	0.9990	55500.00
$ν$	6	27.00

Estimation Period:
Jan 5, 1996 to Jul 26, 2024