Peruvian New Sol MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:6.34% (-1.75%)
Parameter Estimates
param | t-stat | |
---|---|---|
31 | ||
0.1679 | 22.09 | |
0.4398 | 23.32 | |
0.0080 | 0.25 | |
0.0174 | 0.11 | |
0.9985 | 1.63 | |
0.0000 | 0.00 |
Estimation Period:
Jan 15, 1991 to Oct 10, 2025
Jan 15, 1991 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
Other Peruvian New Sol Analyses
Other MF2-GARCH Analyses on Currencies