V-Lab

Peruvian New Sol Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, July 7th, 2025:5.22% (-2.35%)
Analysis last updated: Sunday, July 6, 2025 at 01:45 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Peruvian New Sol S0GARCH
paramt-stat
ω22.56290.14
α0.51542.20
β0.4750105.36
γ16.29280.18
γ2-6.7711-0.15
γ3-9.2046-0.69
γ428.65295.66
γ5-35.6932-16.78
γ627.06138.39
γ7-14.9621-1.46
γ84.07010.21
γ91.67740.06
Estimation Period:
Jan 5, 1996 to Jul 4, 2025
Impact of return on volatility tomorrow
Volatility Forecasts