Peruvian New Sol GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, January 2nd, 2026:2.66% (+0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 0.00 | |
| 0.2090 | 90.49 | |
| 0.9990 | 52,578.95 | |
| 5.9663 | 26.15 |
Estimation Period:
Jan 5, 1996 to Dec 26, 2025
Jan 5, 1996 to Dec 26, 2025
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