US Dollar to Peruvian New Sol EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:7.34% (-0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0761 | -5.98 | |
| 0.2314 | 28.20 | |
| 0.9424 | 140.45 | |
| 0.0190 | 1.82 |
Estimation Period:
Jan 15, 1991 to Feb 6, 2026
Jan 15, 1991 to Feb 6, 2026
News Impact Curve
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