V-Lab: Peruvian New Sol GJR-GARCH Volatility Analysis

V-Lab

Peruvian New Sol GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, July 1st, 2025:7.27% (-0.24%)

Analysis last updated: Monday, June 30, 2025 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0007	4.34
$α$	0.0772	15.69
$β$	0.9336	342.72
$γ$	-0.0215	-2.68

Estimation Period:
Jan 5, 1996 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts