V-Lab
Peruvian New Sol Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, June 23rd, 2025:3.69% (+2.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 13.7635 | 137,635,300.00 | |
| 0.5035 | 5,035,370.00 | |
| 0.4965 | 4,964,610.00 | |
| 3.7969 | 37,968,880.00 | |
| -3.5613 | -35,612,550.00 | |
| -8.7526 | -87,526,220.00 | |
| 24.6176 | 246,175,700.00 | |
| -29.5522 | -295,522,200.00 | |
| 20.8974 | 208,974,300.00 | |
| -10.2093 | -102,092,500.00 | |
| 1.9665 | 19,665,280.00 | |
| 1.6057 | 16,057,310.00 |
Estimation Period:
Jan 5, 1996 to Jun 20, 2025
Jan 5, 1996 to Jun 20, 2025
News Impact Curve
Volatility Forecasts
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