Peruvian New Sol GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
6.05%
decreased by 1.25%
1 Week
6.05%
decreased by 1.25%
1 Month
6.02%
decreased by 1.28%
Analysis last updated: Sunday, June 14, 2026 at 01:56 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 | |
| 0.2078 | 92.31 | |
| 0.9990 | 38,423.08 | |
| 5.9674 | 26.44 |
Estimation Period:
Jan 5, 1996 to Jun 12, 2026
Jan 5, 1996 to Jun 12, 2026
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