Peruvian New Sol GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, July 7th, 2026
1 Day
2.89%
decreased by 0.24%
1 Week
2.89%
decreased by 0.24%
1 Month
2.87%
decreased by 0.26%
Analysis last updated: Monday, July 6, 2026 at 07:12 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 | |
| 0.1102 | 79.39 | |
| 0.9990 | 29,382.35 | |
| 6.9825 | 20.71 |
Estimation Period:
Jan 5, 1996 to Jul 3, 2026
Jan 5, 1996 to Jul 3, 2026
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