V-Lab: Peruvian New Sol Zero Slope Spline-GARCH Volatility Analysis

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Peruvian New Sol Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, October 14th, 2025:27.73% (-1.12%)

Analysis last updated: Monday, October 13, 2025 at 07:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	13.6384	0.20
$α$	0.5432	3.83
$β$	0.4536	78.96
$γ_{1}$	7.9056	0.09
$γ_{2}$	-9.1366	-0.08
$γ_{3}$	-8.5227	-0.23
$γ_{4}$	29.4015	3.75
$γ_{5}$	-36.5378	-16.95
$γ_{6}$	26.9867	22.30
$γ_{7}$	-16.9638	-12.76
$γ_{8}$	11.4926	7.86
$γ_{9}$	-6.5174	-5.38

Estimation Period:
Jan 5, 1996 to Oct 10, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts