Peruvian New Sol MF2-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
6.29%
decreased by 1.51%
1 Week
11.97%
increased by 4.17%
1 Month
163.61%
increased by 155.81%
Analysis last updated: Sunday, June 14, 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 | ||
| 0.1743 | 23.18 | |
| 0.4474 | 25.78 | |
| -0.0009 | -0.03 | |
| 0.0177 | 0.12 | |
| 0.9972 | 1.75 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 15, 1991 to Jun 12, 2026
Jan 15, 1991 to Jun 12, 2026
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