Peruvian New Sol Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, December 30th, 2025:37.17% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1173 | 0.01 | |
| 0.5662 | 0.67 | |
| 0.4338 | 1.74 | |
| -0.9509 | -0.01 | |
| 4.1043 | 0.00 | |
| -17.3266 | -0.02 | |
| 41.1988 | 0.50 | |
| -52.0445 | -3.79 | |
| 41.5039 | 10.44 | |
| -24.4477 | -2.56 | |
| 8.0914 | 0.34 | |
| 5.6060 | 0.08 |
Estimation Period:
Jan 5, 1996 to Dec 26, 2025
Jan 5, 1996 to Dec 26, 2025
News Impact Curve
Volatility Forecasts
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