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V-Lab

MSCI NUAM Peru General Index Gross MF2-GARCH Volatility Analysis

High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful

Volatility prediction for Friday, June 5th, 2026

1 Day

32.11%

decreased by 0.25%

1 Week

32.12%

decreased by 0.24%

1 Month

32.12%

decreased by 0.24%

Analysis last updated: Friday, June 5, 2026 at 08:27 PM UTC

Date Range:

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graph of MSCI NUAM Peru General Index Gross MF2-GARCH

News Impact Curve

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Volatility Forecast

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