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

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Peruvian New Sol MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, October 15th, 2025:7.17% (+0.83%)

Analysis last updated: Tuesday, October 14, 2025 at 07:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	31
$α$	0.1679	22.09
$β$	0.4398	23.32
$γ$	0.0080	0.25
$λ_{1}$	0.0174	0.11
$λ_{2}$	0.9985	1.63
$λ_{3}$	0.0000	0.00

Estimation Period:
Jan 15, 1991 to Oct 10, 2025

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts