Peruvian New Sol GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, January 23rd, 2026:2.38% (-0.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 0.00 | |
| 0.2088 | 101.13 | |
| 0.9990 | 76,846.15 | |
| 5.9664 | 28.46 |
Estimation Period:
Jan 5, 1996 to Jan 16, 2026
Jan 5, 1996 to Jan 16, 2026
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