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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	26.3485	0.06
α ARCH Response to squared shocks	0.5234	0.76
β GARCH Volatility persistence	0.4499	12.17***

γ₁	9.1673	0.16
γ₂	-12.9134	-0.16
γ₃	-4.7169	-0.16
γ₄	31.1713	3.66***
γ₅	-48.0166	-16.45***
γ₆	45.6795	2.45**
γ₇	-35.2825	-0.96
γ₈	25.2899	0.72
γ₉	-14.6090	-0.47

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