V-Lab: Peruvian New Sol Zero Slope Spline-GARCH Volatility Analysis

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Peruvian New Sol Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, November 3rd, 2025:6.87% (-0.71%)

Analysis last updated: Sunday, November 2, 2025 at 01:57 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	15.1519	0.07
$α$	0.5560	1.24
$β$	0.4406	7.43
$γ_{1}$	8.9993	0.03
$γ_{2}$	-10.9583	-0.03
$γ_{3}$	-8.4414	-0.08
$γ_{4}$	32.0676	7.95
$γ_{5}$	-40.7705	-28.07
$γ_{6}$	31.1126	19.08
$γ_{7}$	-20.4642	-8.45
$γ_{8}$	14.2726	3.65
$γ_{9}$	-8.1759	-2.08

Estimation Period:
Jan 5, 1996 to Oct 31, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts