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

V-Lab

Peruvian New Sol MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, September 1st, 2025:8.90% (-1.21%)

Analysis last updated: Friday, August 29, 2025 at 07:14 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	31
$α$	0.1671	21.54
$β$	0.4386	22.75
$γ$	0.0082	0.26
$λ_{1}$	0.0174	0.11
$λ_{2}$	1.0000	1.60
$λ_{3}$	0.0000	0.00

Estimation Period:
Jan 15, 1991 to Aug 29, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts