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

V-Lab

Peruvian New Sol GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, May 19th, 2025:3.27% (+1.30%)

Analysis last updated: Friday, May 16, 2025 at 07:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0000	0.00
$α$	0.2126	110.98
$β$	0.9990	76,846.15
$ν$	5.9654	30.97

Estimation Period:
Jan 5, 1996 to May 16, 2025