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V-Lab

Peruvian New Sol Zero Slope Spline-GARCH Volatility Analysis

High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful

Volatility prediction for Thursday, April 23rd, 2026

1 Day

388.71%

decreased by 0.04%

1 Week

563.85%

increased by 175.10%

1 Month

992.43%

increased by 603.68%

Analysis last updated: Wednesday, April 22, 2026 at 07:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Peruvian New Sol S0GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time
paramt-stat
ω18.90750.33
α0.55233.57
β0.44768.79
γ110.81760.11
γ2-15.2916-0.13
γ3-4.6592-0.17
γ433.03545.17
γ5-49.9720-20.43
γ647.776229.73
γ7-37.9444-24.78
γ826.904019.87
γ9-14.9111-23.28
Estimation Period:
Jan 5, 1996 to Apr 17, 2026