Peruvian New Sol Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, May 25th, 2026
1 Day
2.31%
decreased by 0.09%
1 Week
2.46%
increased by 0.06%
1 Month
2.92%
increased by 0.52%
Analysis last updated: Sunday, May 24, 2026 at 01:53 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 12.9792 | 0.13 | |
| 0.5067 | 1.55 | |
| 0.4637 | 195.25 | |
| 6.3965 | 0.21 | |
| -8.7149 | -0.21 | |
| -4.5114 | -0.34 | |
| 23.7511 | 10.11 | |
| -33.7262 | -36.23 | |
| 28.4719 | 30.93 | |
| -19.2695 | -21.29 | |
| 12.2616 | 17.98 | |
| -6.5211 | -16.44 |
Estimation Period:
Jan 5, 1996 to May 22, 2026
Jan 5, 1996 to May 22, 2026
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