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V-Lab

Peruvian New Sol Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:63.03% (-0.46%)
Analysis last updated: Friday, February 6, 2026 at 07:11 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Peruvian New Sol SGARCH
paramt-stat
ω4.36910.31
α0.593998.53
β0.4052323.36
γ1-0.1343-1.15
γ20.35431.49
γ3-11.9847-41.11
γ439.493893.68
γ5-61.4343-60.25
γ663.608129.23
γ7-41.5506-7.93
γ87.91870.48
γ912.30020.29
Estimation Period:
Jan 5, 1996 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts