Peruvian New Sol Zero Slope Spline-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Thursday, April 23rd, 2026
1 Day
388.71%
decreased by 0.04%
1 Week
563.85%
increased by 175.10%
1 Month
992.43%
increased by 603.68%
Analysis last updated: Wednesday, April 22, 2026 at 07:08 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 18.9075 | 0.33 | |
| 0.5523 | 3.57 | |
| 0.4476 | 8.79 | |
| 10.8176 | 0.11 | |
| -15.2916 | -0.13 | |
| -4.6592 | -0.17 | |
| 33.0354 | 5.17 | |
| -49.9720 | -20.43 | |
| 47.7762 | 29.73 | |
| -37.9444 | -24.78 | |
| 26.9040 | 19.87 | |
| -14.9111 | -23.28 |
Estimation Period:
Jan 5, 1996 to Apr 17, 2026
Jan 5, 1996 to Apr 17, 2026
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