Peruvian New Sol GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:5.06% (+0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 0.00 | |
| 0.2096 | 89.36 | |
| 0.9990 | 49,950.00 | |
| 5.9663 | 25.89 |
Estimation Period:
Jan 5, 1996 to Oct 31, 2025
Jan 5, 1996 to Oct 31, 2025
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