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Peruvian New Sol Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 12th, 2026:233.66% (+0.05%)
Analysis last updated: Wednesday, March 11, 2026 at 07:02 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Peruvian New Sol S0GARCH
paramt-stat
ω6.502365,023,080.00
α0.51545,153,830.00
β0.48464,846,160.00
γ15.477354,773,400.00
γ2-5.9708-59,708,340.00
γ3-8.7897-87,897,230.00
γ428.3354283,353,800.00
γ5-36.3354-363,354,300.00
γ627.8042278,041,600.00
γ7-17.0495-170,494,700.00
γ810.9225109,224,600.00
γ9-6.3104-63,104,360.00
Estimation Period:
Jan 5, 1996 to Mar 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts