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V-Lab

Peruvian New Sol Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:39.65% (-0.10%)
Analysis last updated: Friday, February 13, 2026 at 07:11 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Peruvian New Sol SGARCH
paramt-stat
ω22.79010.07
α0.56772.81
β0.43232.14
γ1-1.5577-0.05
γ24.55590.05
γ3-16.6753-0.14
γ440.81210.61
γ5-53.6198-4.18
γ643.08308.71
γ7-20.0663-1.58
γ8-0.5795-0.03
γ99.38060.39
Estimation Period:
Jan 5, 1996 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts