Peruvian New Sol Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, May 11th, 2026
1 Day
8.36%
decreased by 1.74%
1 Week
10.29%
increased by 0.19%
1 Month
15.71%
increased by 5.61%
Analysis last updated: Friday, May 8, 2026 at 07:03 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 12.9943 | 0.20 | |
| 0.4900 | 5.58 | |
| 0.5074 | 10.90 | |
| 6.5842 | 0.07 | |
| -7.9166 | -0.05 | |
| -5.9029 | -0.08 | |
| 22.9129 | 0.77 | |
| -30.9633 | -3.51 | |
| 26.0652 | 10.62 | |
| -18.5860 | -7.25 | |
| 13.3402 | 8.35 | |
| -7.8028 | -8.02 |
Estimation Period:
Jan 5, 1996 to May 8, 2026
Jan 5, 1996 to May 8, 2026
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