Peruvian New Sol GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 18th, 2025:4.67% (-0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0007 | 4.35 | |
| 0.0776 | 15.88 | |
| 0.9334 | 342.80 | |
| -0.0221 | -2.81 |
Estimation Period:
Jan 5, 1996 to Nov 14, 2025
Jan 5, 1996 to Nov 14, 2025
News Impact Curve
Volatility Forecasts
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