Peruvian New Sol Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, January 23rd, 2026:2.13% (-0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 19.6318 | 0.01 | |
| 0.5718 | 0.28 | |
| 0.4203 | 0.97 | |
| 10.3222 | 0.01 | |
| -13.5160 | -0.01 | |
| -6.4664 | -0.02 | |
| 31.8534 | 1.02 | |
| -43.6086 | -3.54 | |
| 36.7635 | 6.24 | |
| -26.8942 | -6.24 | |
| 19.8436 | 7.12 | |
| -11.6973 | -3.45 |
Estimation Period:
Jan 5, 1996 to Jan 16, 2026
Jan 5, 1996 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
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