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

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Peruvian New Sol MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, November 25th, 2025:4.54% (-0.36%)

Analysis last updated: Monday, November 24, 2025 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	31
$α$	0.1694	22.54
$β$	0.4442	24.45
$γ$	0.0071	0.22
$λ_{1}$	0.0175	0.12
$λ_{2}$	0.9969	1.68
$λ_{3}$	0.0000	0.00

Estimation Period:
Jan 15, 1991 to Nov 21, 2025

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Volatility Forecasts

Volatility Forecasts