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	param	t-stat
$ω$	0.0007	4.37
$α$	0.0777	15.91
$β$	0.9336	345.01
$γ$	-0.0225	-2.87

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