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V-Lab
Peruvian New Sol GARCH Volatility Analysis
Volatility Prediction for Friday, October 24th, 2025:7.42% (-0.13%)
Analysis last updated: Thursday, October 23, 2025 at 07:12 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Peruvian New Sol GARCH
paramt-stat
ω0.00084.53
α0.069233.26
β0.9308346.55
Estimation Period:
Jan 5, 1996 to Oct 18, 2025
Impact of return on volatility tomorrow
Volatility Forecasts