Peruvian New Sol GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 28th, 2025:6.54% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0007 | 4.35 | |
| 0.0772 | 15.93 | |
| 0.9335 | 343.07 | |
| -0.0214 | -2.73 |
Estimation Period:
Jan 5, 1996 to Oct 24, 2025
Jan 5, 1996 to Oct 24, 2025
News Impact Curve
Volatility Forecasts
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