Peruvian New Sol AGARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Monday, June 8th, 2026
1 Day
5.02%
increased by 0.72%
1 Week
5.08%
increased by 0.78%
1 Month
5.29%
increased by 0.99%
Analysis last updated: Friday, June 5, 2026 at 07:14 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0005 | 3.34 | |
| 0.0727 | 35.60 | |
| 0.9310 | 367.41 | |
| -0.0573 | -4.70 |
Estimation Period:
Jan 5, 1996 to Jun 5, 2026
Jan 5, 1996 to Jun 5, 2026
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