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Peruvian New Sol Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:5.83% (+0.32%)
Analysis last updated: Thursday, February 19, 2026 at 07:02 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Peruvian New Sol S0GARCH
paramt-stat
ω12.93220.19
α0.52097.51
β0.478931.40
γ16.76190.06
γ2-9.1683-0.06
γ3-4.7003-0.10
γ424.19903.69
γ5-33.9011-15.87
γ628.995826.78
γ7-20.9583-16.97
γ814.32641.33
γ9-7.6369-0.35
Estimation Period:
Jan 5, 1996 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts