Peruvian New Sol Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, November 14th, 2025:3.42% (+1.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6286 | 6,286,190.00 | |
| 0.5482 | 5,482,390.00 | |
| 0.4518 | 4,517,610.00 | |
| 0.2937 | 2,937,280.00 | |
| -1.8796 | -18,795,890.00 | |
| 4.3153 | 43,153,230.00 | |
| -4.7345 | -47,345,430.00 | |
| 2.9457 | 29,456,500.00 | |
| -1.5500 | -15,499,980.00 | |
| 1.1193 | 11,193,120.00 |
Estimation Period:
Jan 5, 1996 to Nov 7, 2025
Jan 5, 1996 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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