Peruvian New Sol GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, May 25th, 2026
1 Day
2.69%
decreased by 0.07%
1 Week
2.68%
decreased by 0.08%
1 Month
2.67%
decreased by 0.09%
Analysis last updated: Sunday, May 24, 2026 at 01:57 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 | |
| 0.2080 | 100.78 | |
| 0.9990 | 71,357.14 | |
| 5.9671 | 28.33 |
Estimation Period:
Jan 5, 1996 to May 22, 2026
Jan 5, 1996 to May 22, 2026
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