Peruvian New Sol Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 12th, 2026:233.66% (+0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 6.5023 | 65,023,080.00 | |
| 0.5154 | 5,153,830.00 | |
| 0.4846 | 4,846,160.00 | |
| 5.4773 | 54,773,400.00 | |
| -5.9708 | -59,708,340.00 | |
| -8.7897 | -87,897,230.00 | |
| 28.3354 | 283,353,800.00 | |
| -36.3354 | -363,354,300.00 | |
| 27.8042 | 278,041,600.00 | |
| -17.0495 | -170,494,700.00 | |
| 10.9225 | 109,224,600.00 | |
| -6.3104 | -63,104,360.00 |
Estimation Period:
Jan 5, 1996 to Mar 6, 2026
Jan 5, 1996 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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