V-Lab
Peruvian New Sol Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, September 22nd, 2025:4.01% (-1.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1187 | 1,187,040.00 | |
| 0.5667 | 5,666,770.00 | |
| 0.4333 | 4,333,210.00 | |
| -0.8579 | -8,579,210.00 | |
| 3.8342 | 38,342,300.00 | |
| -16.8195 | -168,195,200.00 | |
| 40.0430 | 400,430,400.00 | |
| -51.2538 | -512,537,500.00 | |
| 43.7077 | 437,077,400.00 | |
| -30.2402 | -302,401,500.00 | |
| 16.0599 | 160,599,300.00 | |
| -2.8171 | -28,170,780.00 |
Estimation Period:
Jan 5, 1996 to Sep 19, 2025
Jan 5, 1996 to Sep 19, 2025
News Impact Curve
Volatility Forecasts
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