Peruvian New Sol GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:7.61% (-1.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 0.00 | |
| 0.2097 | 92.37 | |
| 0.9990 | 49,950.00 | |
| 5.9663 | 26.60 |
Estimation Period:
Jan 5, 1996 to Oct 10, 2025
Jan 5, 1996 to Oct 10, 2025
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