Peruvian New Sol GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:5.42% (+1.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 0.00 | |
| 0.2092 | 99.84 | |
| 0.9990 | 71,357.14 | |
| 5.9663 | 28.22 |
Estimation Period:
Jan 5, 1996 to Dec 12, 2025
Jan 5, 1996 to Dec 12, 2025
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