V-Lab
Peruvian New Sol Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, October 11th, 2024:4.48% (-1.62%)
Analysis last updated: Thursday, October 10, 2024 at 07:17 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.6328 | 46327540.00 | |
| 0.5232 | 5231630.00 | |
| 0.4768 | 4768370.00 | |
| -0.6913 | -6912620.00 | |
| 2.5490 | 25490330.00 | |
| -5.3982 | -53981820.00 | |
| 4.8599 | 48599330.00 | |
| 4.4977 | 44976980.00 | |
| -17.7750 | -177750200.00 | |
| 25.0468 | 250468300.00 | |
| -23.3429 | -233429500.00 | |
| 17.2514 | 172514000.00 | |
| -9.7570 | -97569820.00 |
Estimation Period:
Jan 5, 1996 to Oct 4, 2024
Jan 5, 1996 to Oct 4, 2024
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