V-Lab
Peruvian New Sol GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, June 2nd, 2023:6.66% (-0.23%)
Analysis last updated: Thursday, June 1, 2023 at 07:16 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0007 | 4.41 | |
| 0.0790 | 16.31 | |
| 0.9300 | 325.29 | |
| -0.0179 | -2.12 |
Estimation Period:
Jan 5, 1996 to May 27, 2023
Jan 5, 1996 to May 27, 2023
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