Peruvian New Sol GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, December 18th, 2025:5.15% (-0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0007 | 4.36 | |
| 0.0774 | 15.83 | |
| 0.9337 | 344.54 | |
| -0.0221 | -2.82 |
Estimation Period:
Jan 5, 1996 to Dec 12, 2025
Jan 5, 1996 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
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