V-Lab

Peruvian New Sol Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, May 12th, 2025:8.88% (-0.01%)
Analysis last updated: Friday, May 9, 2025 at 07:10 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Peruvian New Sol S0GARCH
paramt-stat
ω20.86720.07
α0.54101.28
β0.450120.66
γ17.83220.05
γ2-9.7491-0.05
γ3-7.4520-0.13
γ429.14655.38
γ5-36.6309-25.76
γ627.030227.32
γ7-16.5365-8.25
γ89.89182.70
γ9-4.9453-1.50
Estimation Period:
Jan 5, 1996 to May 9, 2025
Impact of return on volatility tomorrow
Volatility Forecasts