Peruvian New Sol MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, January 7th, 2026:6.04% (+1.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.1708 | 23.03 | |
| 0.4405 | 24.31 | |
| 0.0059 | 0.18 | |
| 0.0175 | 0.12 | |
| 0.9957 | 1.67 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 15, 1991 to Jan 2, 2026
Jan 15, 1991 to Jan 2, 2026
News Impact Curve
Volatility Forecasts
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