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Peruvian New Sol Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, January 2nd, 2026:4.12% (+0.36%)
Analysis last updated: Thursday, January 1, 2026 at 07:08 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Peruvian New Sol S0GARCH
paramt-stat
ω12.86420.38
α0.540513.77
β0.459228.66
γ16.81170.11
γ2-7.7710-0.09
γ3-9.1430-0.22
γ431.10361.51
γ5-40.2657-7.45
γ632.080365.34
γ7-21.9580-23.72
γ815.408421.21
γ9-8.8016-11.93
Estimation Period:
Jan 5, 1996 to Dec 26, 2025
Impact of return on volatility tomorrow
Volatility Forecasts