V-Lab
Peruvian New Sol GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 5th, 2025:9.95% (+2.56%)
Analysis last updated: Tuesday, February 4, 2025 at 07:09 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0007 | 4.38 | |
| 0.0779 | 16.18 | |
| 0.9321 | 335.18 | |
| -0.0202 | -2.51 |
Estimation Period:
Jan 5, 1996 to Jan 31, 2025
Jan 5, 1996 to Jan 31, 2025
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