Peruvian New Sol GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, November 27th, 2025:6.15% (+0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0007 | 4.35 | |
| 0.0775 | 15.88 | |
| 0.9336 | 343.72 | |
| -0.0221 | -2.81 |
Estimation Period:
Jan 5, 1996 to Nov 21, 2025
Jan 5, 1996 to Nov 21, 2025
News Impact Curve
Volatility Forecasts
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