Peruvian New Sol EGARCH Volatility Analysis
Volatility prediction for Monday, April 13th, 2026
1 Day
9.80%
increased by 0.87%
1 Week
9.59%
increased by 0.66%
1 Month
9.02%
increased by 0.09%
Analysis last updated: Friday, April 10, 2026 at 07:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0756 | -5.93 | |
| 0.2216 | 26.52 | |
| 0.9457 | 150.40 | |
| 0.0175 | 1.55 |
Estimation Period:
Jan 5, 1996 to Apr 10, 2026
Jan 5, 1996 to Apr 10, 2026
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