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 Monday, December 15th, 2025:10.99% (+0.84%)

Analysis last updated: Friday, December 12, 2025 at 07:14 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	13.6455	0.35
$α$	0.5487	11.70
$β$	0.4511	16.72
$γ_{1}$	7.3950	0.10
$γ_{2}$	-8.3388	-0.07
$γ_{3}$	-9.9157	-0.11
$γ_{4}$	33.2772	0.63
$γ_{5}$	-42.9540	-3.12
$γ_{6}$	34.0918	213.15
$γ_{7}$	-23.1156	-11.11
$γ_{8}$	16.0681	13.77
$γ_{9}$	-9.1486	-5.61

Estimation Period:
Jan 5, 1996 to Dec 12, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts