Peruvian New Sol MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 27th, 2026:5.68% (-1.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.1716 | 23.26 | |
| 0.4374 | 24.22 | |
| 0.0061 | 0.19 | |
| 0.0175 | 0.12 | |
| 0.9953 | 1.67 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 15, 1991 to Jan 23, 2026
Jan 15, 1991 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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