Peruvian New Sol Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, March 9th, 2026:14.04% (-6.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1527 | 1,527,120.00 | |
| 0.5696 | 5,695,770.00 | |
| 0.4304 | 4,304,230.00 | |
| 0.4014 | 4,013,820.00 | |
| -4.0019 | -40,019,080.00 | |
| 10.9143 | 109,142,800.00 | |
| -13.4585 | -134,584,700.00 | |
| 9.6269 | 96,269,040.00 | |
| -5.8471 | -58,471,390.00 | |
| 4.8816 | 48,816,170.00 |
Estimation Period:
Jan 5, 1996 to Mar 6, 2026
Jan 5, 1996 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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