US Dollar to Peruvian New Sol GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:6.53% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0010 | 4.77 | |
| 0.0777 | 33.95 | |
| 0.9223 | 321.90 |
Estimation Period:
Jan 15, 1991 to Feb 6, 2026
Jan 15, 1991 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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