Peruvian New Sol MF2-GARCH Volatility Analysis
Volatility prediction for Tuesday, July 7th, 2026
1 Day
5.55%
decreased by 0.05%
1 Week
11.49%
increased by 5.89%
1 Month
152.67%
increased by 147.07%
Analysis last updated: Monday, July 6, 2026 at 07:12 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.1751 | 23.46 | |
| 0.4405 | 25.16 | |
| -0.0013 | -0.04 | |
| 0.0176 | 0.12 | |
| 0.9975 | 1.71 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 15, 1991 to Jul 3, 2026
Jan 15, 1991 to Jul 3, 2026
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