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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0000
α ARCH Response to squared shocks	0.1152	117.22***
β GARCH Volatility persistence	0.9990
ν DF Student-t tail thickness	6.9740	28.08***

V-Lab

Peruvian New Sol GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Peruvian New Sol Analyses