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V-Lab

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

Date Range:

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graph of Peruvian New Sol AGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time