Peruvian New Sol 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, April 29th, 2026
1 Day
9.74%
increased by 0.31%
1 Week
9.76%
increased by 0.33%
1 Month
9.83%
increased by 0.40%
Analysis last updated: Tuesday, April 28, 2026 at 07:03 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0008 | 4.53 | |
| 0.0690 | 33.68 | |
| 0.9310 | 348.82 |
Estimation Period:
Jan 5, 1996 to Apr 24, 2026
Jan 5, 1996 to Apr 24, 2026
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