US Dollar to Peruvian New Sol GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:6.71% (-1.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 0.00 | |
| 0.2220 | 104.12 | |
| 0.9990 | 76,846.15 | |
| 5.9699 | 29.64 |
Estimation Period:
Jan 15, 1991 to Feb 6, 2026
Jan 15, 1991 to Feb 6, 2026
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