Skip to main content
V-Lab

Peruvian New Sol GJR-GARCH 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

7.49%

decreased by 0.24%

1 Week

7.52%

decreased by 0.21%

1 Month

7.61%

decreased by 0.12%

Analysis last updated: Tuesday, June 16, 2026 at 08:24 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Peruvian New Sol GJR-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time