Peruvian New Sol AGARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Wednesday, June 17th, 2026
1 Day
7.90%
decreased by 0.21%
1 Week
7.95%
decreased by 0.16%
1 Month
8.17%
increased by 0.06%
Analysis last updated: Tuesday, June 16, 2026 at 08:25 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0005 | 3.27 | |
| 0.0726 | 35.74 | |
| 0.9313 | 370.30 | |
| -0.0585 | -4.78 |
Estimation Period:
Jan 5, 1996 to Jun 12, 2026
Jan 5, 1996 to Jun 12, 2026
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