V-Lab
Peruvian New Sol GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, June 2nd, 2025:5.40% (-1.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 0.00 | |
| 0.2126 | 113.28 | |
| 0.9990 | 71,357.14 | |
| 5.9653 | 31.52 |
Estimation Period:
Jan 5, 1996 to May 30, 2025
Jan 5, 1996 to May 30, 2025
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