Peruvian New Sol Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, January 2nd, 2026:4.12% (+0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 12.8642 | 0.38 | |
| 0.5405 | 13.77 | |
| 0.4592 | 28.66 | |
| 6.8117 | 0.11 | |
| -7.7710 | -0.09 | |
| -9.1430 | -0.22 | |
| 31.1036 | 1.51 | |
| -40.2657 | -7.45 | |
| 32.0803 | 65.34 | |
| -21.9580 | -23.72 | |
| 15.4084 | 21.21 | |
| -8.8016 | -11.93 |
Estimation Period:
Jan 5, 1996 to Dec 26, 2025
Jan 5, 1996 to Dec 26, 2025
News Impact Curve
Volatility Forecasts
Other Peruvian New Sol Analyses
Other Zero Slope Spline-GARCH Analyses on Currencies