V-Lab: Peruvian New Sol GARCH Volatility Analysis

V-Lab

Peruvian New Sol GARCH Volatility Analysis

Volatility Prediction for Wednesday, July 16th, 2025:6.35% (+0.05%)

Analysis last updated: Tuesday, July 15, 2025 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0007	4.51
$α$	0.0690	33.10
$β$	0.9310	346.48

Estimation Period:
Jan 5, 1996 to Jul 11, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts