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

V-Lab

Peruvian New Sol GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, July 14th, 2025:6.33% (-0.21%)

Analysis last updated: Sunday, July 13, 2025 at 01:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0007	4.34
$α$	0.0772	15.64
$β$	0.9336	342.74
$γ$	-0.0217	-2.71

Estimation Period:
Jan 5, 1996 to Jul 11, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts