V-Lab
V-Lab

Peruvian New Sol Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:8.64% (-3.67%)

Analysis last updated: Sunday, April 21, 2024 at 02:26 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Peruvian New Sol SGARCH
paramt-stat
ω0.10851084750.00
α0.50725071830.00
β0.49284928170.00
γ1-0.5875-5875310.00
γ21.842518425180.00
γ3-2.1107-21107400.00
γ41.091110910770.00
γ5-0.5540-5539970.00
Estimation Period:
Jan 5, 1996 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts