Peruvian New Sol MF2-GARCH Volatility Analysis
Volatility prediction for Monday, April 13th, 2026
1 Day
11.63%
increased by 0.94%
1 Week
20.97%
increased by 10.28%
1 Month
284.10%
increased by 273.41%
Analysis last updated: Friday, April 10, 2026 at 07:05 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.1721 | 22.86 | |
| 0.4446 | 25.29 | |
| 0.0030 | 0.10 | |
| 0.0176 | 0.12 | |
| 0.9984 | 1.71 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 15, 1991 to Apr 10, 2026
Jan 15, 1991 to Apr 10, 2026
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