V-Lab
Peruvian New Sol Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, June 16th, 2025:3.71% (-1.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0685 | 684,790.00 | |
| 0.5624 | 5,624,400.00 | |
| 0.4376 | 4,375,600.00 | |
| -1.8136 | -18,135,890.00 | |
| 7.3247 | 73,246,920.00 | |
| -21.5536 | -215,535,700.00 | |
| 42.2674 | 422,673,700.00 | |
| -47.0997 | -470,997,200.00 | |
| 32.4139 | 324,138,500.00 | |
| -17.5283 | -175,283,200.00 | |
| 6.0105 | 60,104,800.00 | |
| 4.2538 | 42,538,030.00 |
Estimation Period:
Jan 5, 1996 to Jun 13, 2025
Jan 5, 1996 to Jun 13, 2025
News Impact Curve
Volatility Forecasts
Other Peruvian New Sol Analyses
Other Spline-GARCH Analyses on Currencies