Peruvian New Sol GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 11th, 2026:9.42% (+0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0007 | 4.37 | |
| 0.0772 | 15.93 | |
| 0.9338 | 346.10 | |
| -0.0220 | -2.82 |
Estimation Period:
Jan 5, 1996 to Mar 6, 2026
Jan 5, 1996 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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