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, July 7th, 2025:5.34% (+0.84%)

Analysis last updated: Friday, July 4, 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
$α$	0.2114	109.19
$β$	0.9990	71,357.14
$ν$	5.9654	30.58

Estimation Period:
Jan 5, 1996 to Jul 4, 2025