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 Wednesday, October 4th, 2023:5.16% (-0.35%)

Analysis last updated: Tuesday, October 3, 2023 at 07:17 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0000	0.00
$α$	0.2198	86.68
$β$	0.9990	41625.00
$ν$	6	25.53

Estimation Period:
Jan 5, 1996 to Sep 29, 2023