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{name} Model Equation

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Param	Value	t-stat
ωconst	8.1425	0.08
αARCH	0.4627	2.16**
βGARCH	0.5373	26.81***

γ₁	5.2115	0.02
γ₂	-8.0449	-0.03
γ₃	-0.7662	-0.31
γ₄	15.0250	12.97***
γ₅	-24.7456	-14.99***
γ₆	24.3495	6.12***
γ₇	-19.0831	-4.77***
γ₈	13.5917	2.22**
γ₉	-7.8013	-1.58

Parameter	Value	t-statistic
ω const Unconditional variance weight	8.1425	0.08
α ARCH Response to squared shocks	0.4627	2.16**
β GARCH Volatility persistence	0.5373	26.81***

γ₁	5.2115	0.02
γ₂	-8.0449	-0.03
γ₃	-0.7662	-0.31
γ₄	15.0250	12.97***
γ₅	-24.7456	-14.99***
γ₆	24.3495	6.12***
γ₇	-19.0831	-4.77***
γ₈	13.5917	2.22**
γ₉	-7.8013	-1.58

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