Peruvian New Sol GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, November 13th, 2025:5.11% (-0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0007 | 4.35 | |
| 0.0774 | 15.90 | |
| 0.9335 | 343.09 | |
| -0.0218 | -2.79 |
Estimation Period:
Jan 5, 1996 to Nov 7, 2025
Jan 5, 1996 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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