V-Lab
Peruvian New Sol Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, July 29th, 2024:15.07% (-1.25%)
Analysis last updated: Friday, July 26, 2024 at 07:18 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8639 | 8639250.00 | |
| 0.5382 | 5381920.00 | |
| 0.4610 | 4610020.00 | |
| 0.1960 | 1959610.00 | |
| -0.2229 | -2228990.00 | |
| -1.2274 | -12274280.00 | |
| -12.1577 | -121576800.00 | |
| 56.7582 | 567582100.00 | |
| -110.2474 | -1102474000.00 | |
| 125.0121 | 1250121000.00 | |
| -76.7301 | -767301100.00 | |
| 13.6486 | 136485900.00 | |
| 21.8722 | 218722000.00 |
Estimation Period:
Jan 5, 1996 to Jul 26, 2024
Jan 5, 1996 to Jul 26, 2024
News Impact Curve
Volatility Forecasts
Other Peruvian New Sol Analyses