Peruvian New Sol GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 24th, 2025:4.30% (-0.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 0.00 | |
| 0.2095 | 91.65 | |
| 0.9990 | 49,950.00 | |
| 5.9664 | 26.43 |
Estimation Period:
Jan 5, 1996 to Nov 21, 2025
Jan 5, 1996 to Nov 21, 2025
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