MSCI NUAM Peru General Index Gross GJR-GARCH Volatility Analysis
Volatility prediction for Friday, May 22nd, 2026
1 Day
29.12%
decreased by 0.47%
1 Week
29.19%
decreased by 0.40%
1 Month
29.44%
decreased by 0.15%
Analysis last updated: Saturday, May 23, 2026 at 01:57 AM 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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