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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	17.4327	0.14
α ARCH Response to squared shocks	0.4736	1.26
β GARCH Volatility persistence	0.5012	13.68***

γ₁	1.4317	0.03
γ₂	1.1450	0.01
γ₃	-13.1610	-0.08
γ₄	30.7142	0.52
γ₅	-39.8904	-7.18***
γ₆	33.6285	10.26***
γ₇	-23.3435	-7.01***
γ₈	15.9360	6.46***
γ₉	-9.1230	-6.18***

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