V-Lab
V-Lab

Peruvian New Sol Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, July 15th, 2024:1003.57% (-0.01%)

Analysis last updated: Friday, July 12, 2024 at 07:24 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Peruvian New Sol SGARCH
paramt-stat
ω0.07960.00
α0.49630.03
β0.50370.02
γ1-0.0082-0.00
γ20.59550.00
γ3-1.4535-0.00
γ4-13.9299-0.00
γ558.31430.02
γ6-100.0832-0.06
γ7101.78500.30
γ8-68.3661-0.03
γ931.61910.01
γ10-6.9521-0.18
Estimation Period:
Jan 5, 1996 to Jul 12, 2024
Impact of return on volatility tomorrow
Volatility Forecasts