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	param	t-stat
$ω$	0.0007	4.35
$α$	0.0776	15.85
$β$	0.9336	344.24
$γ$	-0.0223	-2.85

V-Lab

Peruvian New Sol GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, January 26th, 2026:4.31% (+0.90%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Peruvian New Sol Analyses