Peruvian New Sol MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:10.64% (-3.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.1722 | 22.27 | |
| 0.4462 | 25.38 | |
| 0.0025 | 0.08 | |
| 0.0176 | 0.12 | |
| 0.9987 | 1.71 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 15, 1991 to Mar 13, 2026
Jan 15, 1991 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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