PERUVIAN NEW SOL EGARCH VOLATILITY GRAPH?

Volatility Prediction for Wednesday, June 19: 8.08% (-1.32)
  • COMPARE menu down arrow
    • Peruvian New Sol»
    • Other Analyses»
      • Commodities»
      • Corporate Bonds»
      • Credit Default Swaps»
      • Currencies»
      • Equities»
      • Equity Indices»
      • Equity Sectors»
      • International Equities»
      • Real Estate»
      • Treasuries»
      • Volatility Indices»
  • SUB PLOTmenu down arrow
    • Return/Price
    • Return
    • Price
    • None
  • LINE STYLE menu down arrow
    • Lines
    • Lines Points
  • KEY POSTION menu down arrow
    • Inside»
      • Bottom Left
      • Bottom Right
      • Top Left
      • Top Right
    • Outside
  • COPY GRAPH

Date Range: from to

Window: 3m · 6m · 1y · 2y · 5y · all

Graph

Volatility Summary Table

Closing Price (PEN): S/ 2.75 Return: 0.05% 1 Week Pred: 7.85%
Avg Week Vol: 8.44% Avg Month Vol: 9.9% 1 Month Pred: 7.21%
Min Vol: 0.61% Max Vol: 21.91% 6 Months Pred: 5.93%
Avg Vol: 4.53% Vol of Vol: 6.02% 1 Year Pred: 5.67%

Documentation