V-Lab

Peruvian New Sol Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, June 23rd, 2025:3.69% (+2.09%)
Analysis last updated: Friday, June 20, 2025 at 07:10 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Peruvian New Sol S0GARCH
paramt-stat
ω13.7635137,635,300.00
α0.50355,035,370.00
β0.49654,964,610.00
γ13.796937,968,880.00
γ2-3.5613-35,612,550.00
γ3-8.7526-87,526,220.00
γ424.6176246,175,700.00
γ5-29.5522-295,522,200.00
γ620.8974208,974,300.00
γ7-10.2093-102,092,500.00
γ81.966519,665,280.00
γ91.605716,057,310.00
Estimation Period:
Jan 5, 1996 to Jun 20, 2025
Impact of return on volatility tomorrow
Volatility Forecasts