Peruvian New Sol AGARCH Volatility Analysis
Volatility prediction for Friday, March 27th, 2026
1 Day
10.28%
increased by 0.41%
1 Week
10.34%
increased by 0.47%
1 Month
10.57%
increased by 0.70%
Analysis last updated: Thursday, March 26, 2026 at 07:09 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0005 | 3.30 | |
| 0.0721 | 35.50 | |
| 0.9317 | 367.70 | |
| -0.0579 | -4.73 |
Estimation Period:
Jan 5, 1996 to Mar 20, 2026
Jan 5, 1996 to Mar 20, 2026
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