V-Lab
Peruvian New Sol GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, July 29th, 2024:6.50% (+0.06%)
Analysis last updated: Friday, July 26, 2024 at 07:16 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0007 | 4.43 | |
| 0.0786 | 16.64 | |
| 0.9305 | 326.82 | |
| -0.0181 | -2.24 |
Estimation Period:
Jan 5, 1996 to Jul 26, 2024
Jan 5, 1996 to Jul 26, 2024
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