Skip to main content
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, May 22nd, 2026

1 Day

75.01%

increased by 33.55%

1 Week

75.01%

increased by 33.55%

1 Month

75.01%

increased by 33.55%

Analysis last updated: Saturday, May 23, 2026 at 01:58 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of MSCI NUAM Peru General Index Gross MF2-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time