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, January 30th, 2023:14.83% (+5.18%)

Analysis last updated: Sunday, January 29, 2023, 02:19 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0000	0.00
$α$	0.2211	87.42
$β$	0.9990	45409.09
$ν$	6	25.76

Estimation Period:
Jan 5, 1996 to Jan 28, 2023