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V-Lab

Peruvian New Sol Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:5.19% (-1.75%)
Analysis last updated: Friday, February 20, 2026 at 07:12 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Peruvian New Sol SGARCH
paramt-stat
ω25.11013.64
α0.6073582.84
β0.3926361.17
γ1-0.0409-0.41
γ20.20890.90
γ3-11.6320-37.79
γ438.521596.32
γ5-58.7326-64.71
γ658.839338.91
γ7-38.3873-31.13
γ811.185528.79
γ90.00220.04
Estimation Period:
Jan 5, 1996 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts