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

V-Lab

Peruvian New Sol MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, July 2nd, 2025:6.48% (-0.36%)

Analysis last updated: Tuesday, July 1, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	31
$α$	0.1658	21.10
$β$	0.4383	22.59
$γ$	0.0110	0.35
$λ_{1}$	0.0173	0.11
$λ_{2}$	1.0000	1.57
$λ_{3}$	0.0000	0.00

Estimation Period:
Jan 15, 1991 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts