Peruvian New Sol GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:6.97% (-0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0007 | 4.37 | |
| 0.0774 | 15.78 | |
| 0.9336 | 343.47 | |
| -0.0218 | -2.75 |
Estimation Period:
Jan 5, 1996 to Oct 10, 2025
Jan 5, 1996 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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