Peruvian New Sol GAS-GARCH Student T Volatility Analysis
Volatility prediction for Thursday, April 23rd, 2026
1 Day
6.65%
decreased by 0.49%
1 Week
6.64%
decreased by 0.50%
1 Month
6.62%
decreased by 0.52%
Analysis last updated: Wednesday, April 22, 2026 at 07:08 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 | |
| 0.2086 | 101.93 | |
| 0.9990 | 76,846.15 | |
| 5.9670 | 28.59 |
Estimation Period:
Jan 5, 1996 to Apr 17, 2026
Jan 5, 1996 to Apr 17, 2026
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