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

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Peruvian New Sol MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, December 9th, 2025:4.30% (-0.07%)

Analysis last updated: Monday, December 8, 2025 at 07:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	31
$α$	0.1702	22.69
$β$	0.4430	24.37
$γ$	0.0055	0.17
$λ_{1}$	0.0175	0.12
$λ_{2}$	0.9968	1.68
$λ_{3}$	0.0000	0.00

Estimation Period:
Jan 15, 1991 to Dec 5, 2025

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts