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

V-Lab

Peruvian New Sol MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, June 23rd, 2025:5.67% (+0.45%)

Analysis last updated: Friday, June 20, 2025 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	31
$α$	0.1650	20.77
$β$	0.4415	22.90
$γ$	0.0116	0.37
$λ_{1}$	0.0173	0.11
$λ_{2}$	0.9992	1.58
$λ_{3}$	0.0000	0.00

Estimation Period:
Jan 15, 1991 to Jun 20, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts