V-Lab
V-Lab

Peruvian New Sol Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, May 27th, 2024:2.55% (-1.17%)

Analysis last updated: Sunday, May 26, 2024 at 01:40 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Peruvian New Sol S0GARCH
paramt-stat
ω0.12460.02
α0.54946.58
β0.450382.04
γ1-3.2829-0.14
γ29.05770.27
γ3-18.6811-1.14
γ431.79714.37
γ5-29.9739-15.24
γ613.469410.60
γ7-3.3192-4.18
γ81.01620.12
γ90.08050.00
Estimation Period:
Jan 5, 1996 to May 24, 2024
Impact of return on volatility tomorrow
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