MSCI NUAM Peru General Index Gross GJR-GARCH Volatility Analysis
Volatility prediction for Friday, June 19th, 2026
1 Day
31.89%
increased by 1.51%
1 Week
31.88%
increased by 1.50%
1 Month
31.83%
increased by 1.45%
Analysis last updated: Friday, June 19, 2026 at 10:01 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0584 | 33.77 | |
| 0.1700 | 39.42 | |
| 0.7907 | 241.43 | |
| 0.0488 | 6.12 |
Estimation Period:
Jan 1, 1990 to Apr 30, 2026
Jan 1, 1990 to Apr 30, 2026
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