Peruvian New Sol MF2-GARCH Volatility Analysis
Volatility prediction for Monday, April 27th, 2026
1 Day
8.24%
decreased by 0.25%
1 Week
16.81%
increased by 8.32%
1 Month
230.40%
increased by 221.91%
Analysis last updated: Friday, April 24, 2026 at 07:27 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.1713 | 22.89 | |
| 0.4415 | 24.73 | |
| 0.0028 | 0.09 | |
| 0.0175 | 0.12 | |
| 0.9998 | 1.67 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 15, 1991 to Apr 24, 2026
Jan 15, 1991 to Apr 24, 2026
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