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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0007	4.37***
α ARCH Response to squared shocks	0.0787	15.79***
β GARCH Volatility persistence	0.9332	347.68***
γ leverage Additional response to negative shocks	-0.0236	-2.98***

V-Lab

Peruvian New Sol GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Peruvian New Sol Analyses