Peruvian New Sol GAS-GARCH Student T Volatility Analysis
Volatility prediction for Thursday, April 2nd, 2026
1 Day
5.45%
decreased by 1.00%
1 Week
5.45%
decreased by 1.00%
1 Month
5.42%
decreased by 1.03%
Analysis last updated: Wednesday, April 1, 2026 at 07:03 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 0.00 | |
| 0.2088 | 101.68 | |
| 0.9990 | 76,846.15 | |
| 5.9670 | 28.57 |
Estimation Period:
Jan 5, 1996 to Mar 27, 2026
Jan 5, 1996 to Mar 27, 2026
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