V-Lab
Peruvian New Sol GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, July 31st, 2025:8.72% (+3.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 0.00 | |
| 0.2110 | 109.33 | |
| 0.9990 | 76,846.15 | |
| 5.9655 | 30.52 |
Estimation Period:
Jan 5, 1996 to Jul 25, 2025
Jan 5, 1996 to Jul 25, 2025
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