V-Lab
V-Lab

Peruvian New Sol Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, June 2nd, 2023:3.27% (-1.76%)

Analysis last updated: Thursday, June 1, 2023 at 07:17 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Peruvian New Sol S0GARCH
paramt-stat
ω1.550915508520.00
α0.58205820120.00
β0.41804179880.00
γ116.2388162388100.00
γ2-26.1510-261509900.00
γ315.8431158431100.00
γ4-21.3077-213077500.00
γ543.9499439499400.00
γ6-53.2629-532628500.00
γ738.0183380183100.00
γ8-19.5357-195356700.00
γ98.611186110560.00
γ10-3.1989-31989480.00
Estimation Period:
Jan 5, 1996 to May 27, 2023
Impact of return on volatility tomorrow
Volatility Forecasts