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
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5509 | 15508520.00 | |
| 0.5820 | 5820120.00 | |
| 0.4180 | 4179880.00 | |
| 16.2388 | 162388100.00 | |
| -26.1510 | -261509900.00 | |
| 15.8431 | 158431100.00 | |
| -21.3077 | -213077500.00 | |
| 43.9499 | 439499400.00 | |
| -53.2629 | -532628500.00 | |
| 38.0183 | 380183100.00 | |
| -19.5357 | -195356700.00 | |
| 8.6111 | 86110560.00 | |
| -3.1989 | -31989480.00 |
Estimation Period:
Jan 5, 1996 to May 27, 2023
Jan 5, 1996 to May 27, 2023
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