US Dollar to Peruvian New Sol GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
8.01%
decreased by 0.71%
1 Week
8.00%
decreased by 0.72%
1 Month
7.97%
decreased by 0.75%
Analysis last updated: Friday, June 12, 2026 at 08:14 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 | |
| 0.2205 | 104.85 | |
| 0.9990 | 83,250.00 | |
| 5.9702 | 29.72 |
Estimation Period:
Jan 15, 1991 to Jun 12, 2026
Jan 15, 1991 to Jun 12, 2026
Other GAS-GARCH Student T Analyses on Currencies