Peruvian New Sol GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, January 7th, 2026:4.33% (+0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0007 | 4.36 | |
| 0.0776 | 15.83 | |
| 0.9336 | 343.98 | |
| -0.0224 | -2.85 |
Estimation Period:
Jan 5, 1996 to Jan 2, 2026
Jan 5, 1996 to Jan 2, 2026
News Impact Curve
Volatility Forecasts
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