V-Lab
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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Peruvian New Sol S0GARCH
paramt-stat
ω4.632846327540.00
α0.52325231630.00
β0.47684768370.00
γ1-0.6913-6912620.00
γ22.549025490330.00
γ3-5.3982-53981820.00
γ44.859948599330.00
γ54.497744976980.00
γ6-17.7750-177750200.00
γ725.0468250468300.00
γ8-23.3429-233429500.00
γ917.2514172514000.00
γ10-9.7570-97569820.00
Estimation Period:
Jan 5, 1996 to Oct 4, 2024
Impact of return on volatility tomorrow
Volatility Forecasts