V-Lab
Peruvian New Sol Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, July 3rd, 2025:2.99% (-1.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4502 | 14,502,190.00 | |
| 0.5136 | 5,135,880.00 | |
| 0.4864 | 4,864,120.00 | |
| 0.1211 | 1,210,540.00 | |
| -0.0968 | -967,820.00 | |
| -1.4974 | -14,973,750.00 | |
| 3.7975 | 37,974,720.00 | |
| -2.7666 | -27,665,830.00 | |
| -1.4950 | -14,950,380.00 | |
| 4.6514 | 46,513,710.00 | |
| -4.6209 | -46,209,470.00 | |
| 2.8050 | 28,049,820.00 | |
| -1.1632 | -11,632,120.00 |
Estimation Period:
Jan 5, 1996 to Jun 27, 2025
Jan 5, 1996 to Jun 27, 2025
News Impact Curve
Volatility Forecasts
Other Peruvian New Sol Analyses
Other Spline-GARCH Analyses on Currencies