Peruvian New Sol Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, November 24th, 2025:25.38% (-0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 11.4730 | 0.01 | |
| 0.5579 | 0.42 | |
| 0.4420 | 1.10 | |
| 7.6279 | 0.02 | |
| -8.2082 | -0.01 | |
| -10.8656 | -0.01 | |
| 33.8284 | 2.07 | |
| -42.1086 | -13.94 | |
| 32.1411 | 16.25 | |
| -20.6258 | -3.64 | |
| 13.3709 | 6.15 | |
| -7.2250 | -2.45 |
Estimation Period:
Jan 5, 1996 to Nov 21, 2025
Jan 5, 1996 to Nov 21, 2025
News Impact Curve
Volatility Forecasts
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