MSCI NUAM Peru General Index Gross GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
22.73%
decreased by 0.65%
1 Week
22.82%
decreased by 0.56%
1 Month
23.16%
decreased by 0.22%
Analysis last updated: Friday, June 5, 2026 at 08:26 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.5266 | 7.99 | |
| 0.1387 | 44.64 | |
| 0.9815 | 429.91 | |
| 5.8815 | 13.66 |
Estimation Period:
Jan 1, 1990 to Apr 30, 2026
Jan 1, 1990 to Apr 30, 2026
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