V-Lab
Peruvian New Sol GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 14th, 2025:5.56% (-0.14%)
Analysis last updated: Monday, January 13, 2025 at 07:09 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0007 | 4.39 | |
| 0.0779 | 16.28 | |
| 0.9320 | 334.90 | |
| -0.0198 | -2.48 |
Estimation Period:
Jan 5, 1996 to Jan 10, 2025
Jan 5, 1996 to Jan 10, 2025
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