Peruvian New Sol GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
4.39%
increased by 1.69%
1 Week
4.38%
increased by 1.68%
1 Month
4.36%
increased by 1.66%
Analysis last updated: Tuesday, June 9, 2026 at 07:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 0.00 | |
| 0.2080 | 100.86 | |
| 0.9990 | 71,357.14 | |
| 5.9672 | 28.34 |
Estimation Period:
Jan 5, 1996 to Jun 5, 2026
Jan 5, 1996 to Jun 5, 2026
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