Peruvian New Sol MF2-GARCH Volatility Analysis
Volatility prediction for Monday, May 25th, 2026
1 Day
5.62%
decreased by 0.03%
1 Week
11.07%
increased by 5.42%
1 Month
142.12%
increased by 136.47%
Analysis last updated: Sunday, May 24, 2026 at 02:00 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.1711 | 23.02 | |
| 0.4439 | 24.99 | |
| 0.0022 | 0.07 | |
| 0.0176 | 0.12 | |
| 0.9973 | 1.69 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 15, 1991 to May 22, 2026
Jan 15, 1991 to May 22, 2026
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