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 Tuesday, July 1st, 2025:6.42% (-1.35%)

Analysis last updated: Monday, June 30, 2025 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0000	0.00
$α$	0.2115	108.84
$β$	0.9990	71,357.14
$ν$	5.9654	30.48

Estimation Period:
Jan 5, 1996 to Jun 27, 2025