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{name} Model Equation

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Param	Value	t-stat
ωconst	17.9387	1.40
αARCH	0.5456	32.77***
βGARCH	0.4541	495.22***

γ₁	7.1908	0.59
γ₂	-10.3835	-0.62
γ₃	-3.4042	-0.58
γ₄	24.8167	14.04***
γ₅	-38.9472	-53.09***
γ₆	37.9203	52.29***
γ₇	-30.1271	-17.72***
γ₈	22.1146	6.23***
γ₉	-12.9369	-4.21***

Parameter	Value	t-statistic
ω const Unconditional variance weight	17.9387	1.40
α ARCH Response to squared shocks	0.5456	32.77***
β GARCH Volatility persistence	0.4541	495.22***

γ₁	7.1908	0.59
γ₂	-10.3835	-0.62
γ₃	-3.4042	-0.58
γ₄	24.8167	14.04***
γ₅	-38.9472	-53.09***
γ₆	37.9203	52.29***
γ₇	-30.1271	-17.72***
γ₈	22.1146	6.23***
γ₉	-12.9369	-4.21***

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