Peruvian New Sol MF2-GARCH Volatility Analysis
Volatility prediction for Monday, April 6th, 2026
1 Day
10.16%
increased by 1.61%
1 Week
19.06%
increased by 10.51%
1 Month
258.61%
increased by 250.06%
Analysis last updated: Friday, April 3, 2026 at 09:03 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.1719 | 22.61 | |
| 0.4456 | 25.33 | |
| 0.0027 | 0.09 | |
| 0.0176 | 0.12 | |
| 0.9981 | 1.70 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 15, 1991 to Apr 3, 2026
Jan 15, 1991 to Apr 3, 2026
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