V-Lab
Peruvian New Sol MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, January 30th, 2023:19.51% (+9.72%)
Analysis last updated: Sunday, January 29, 2023, 02:22 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.1706 | 14.91 | |
| 0.4158 | 22.57 | |
| 0.0387 | 1.24 | |
| 0.0171 | 0.12 | |
| 1.0000 | 1.45 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 15, 1991 to Jan 28, 2023
Jan 15, 1991 to Jan 28, 2023
News Impact Curve
Volatility Forecasts
Other Peruvian New Sol Analyses