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Peruvian New Sol Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, January 23rd, 2026:2.13% (-0.39%)
Analysis last updated: Thursday, January 22, 2026 at 07:11 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Peruvian New Sol S0GARCH
paramt-stat
ω19.63180.01
α0.57180.28
β0.42030.97
γ110.32220.01
γ2-13.5160-0.01
γ3-6.4664-0.02
γ431.85341.02
γ5-43.6086-3.54
γ636.76356.24
γ7-26.8942-6.24
γ819.84367.12
γ9-11.6973-3.45
Estimation Period:
Jan 5, 1996 to Jan 16, 2026
Impact of return on volatility tomorrow
Volatility Forecasts