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	param	t-stat
$ω$	0.3563	3,563,080.00
$α$	0.5340	5,340,430.00
$β$	0.4660	4,659,570.00
$γ_{1}$	-1.2735	-12,734,780.00
$γ_{2}$	3.2852	32,852,470.00
$γ_{3}$	-7.0754	-70,754,270.00
$γ_{4}$	12.2386	122,385,500.00
$γ_{5}$	-10.6768	-106,768,400.00
$γ_{6}$	3.6503	36,503,290.00
$γ_{7}$	-0.2427	-2,427,230.00
$γ_{8}$	0.2209	2,208,660.00
$γ_{9}$	-0.2141	-2,140,960.00
$γ_{10}$	0.1230	1,230,110.00

V-Lab

Peruvian New Sol Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Peruvian New Sol Analyses