V-Lab: Peruvian New Sol GAS-GARCH Student T Volatility Analysis

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V-Lab

Peruvian New Sol GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, March 11th, 2025:7.23% (-1.31%)

Analysis last updated: Monday, March 10, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0000	0.00
$α$	0.2155	108.29
$β$	0.9990	66600.00
$ν$	6	30.59

Estimation Period:
Jan 5, 1996 to Mar 7, 2025