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

V-Lab

Peruvian New Sol MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, September 15th, 2025:7.86% (-1.31%)

Analysis last updated: Sunday, September 14, 2025 at 02:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	31
$α$	0.1679	21.77
$β$	0.4379	22.94
$γ$	0.0083	0.26
$λ_{1}$	0.0174	0.11
$λ_{2}$	1.0000	1.61
$λ_{3}$	0.0000	0.00

Estimation Period:
Jan 15, 1991 to Sep 12, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts