Peruvian New Sol GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Monday, April 13th, 2026
1 Day
9.83%
increased by 0.69%
1 Week
9.85%
increased by 0.71%
1 Month
9.93%
increased by 0.79%
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 | |
|---|---|---|
| 0.0008 | 4.54 | |
| 0.0692 | 33.62 | |
| 0.9308 | 347.83 |
Estimation Period:
Jan 5, 1996 to Apr 10, 2026
Jan 5, 1996 to Apr 10, 2026
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