V-Lab
Peruvian New Sol GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, January 30th, 2023:12.80% (+2.32%)
Analysis last updated: Sunday, January 29, 2023, 01:39 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0007 | 4.40 | |
| 0.0790 | 16.14 | |
| 0.9299 | 323.11 | |
| -0.0179 | -2.09 |
Estimation Period:
Jan 5, 1996 to Jan 28, 2023
Jan 5, 1996 to Jan 28, 2023
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