V-Lab: Peruvian New Sol MF2-GARCH Volatility Analysis

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Peruvian New Sol MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, November 5th, 2025:7.70% (+0.02%)

Analysis last updated: Tuesday, November 4, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	31
$α$	0.1687	22.30
$β$	0.4442	24.16
$γ$	0.0068	0.21
$λ_{1}$	0.0175	0.12
$λ_{2}$	0.9979	1.66
$λ_{3}$	0.0000	0.00

Estimation Period:
Jan 15, 1991 to Oct 31, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts