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

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Peruvian New Sol MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, December 15th, 2025:5.60% (-0.65%)

Analysis last updated: Sunday, December 14, 2025 at 02:26 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	31
$α$	0.1704	22.77
$β$	0.4417	24.33
$γ$	0.0059	0.18
$λ_{1}$	0.0175	0.12
$λ_{2}$	0.9974	1.67
$λ_{3}$	0.0000	0.00

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

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Volatility Forecasts