V-Lab

Peruvian New Sol Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, July 3rd, 2025:2.99% (-1.28%)
Analysis last updated: Wednesday, July 2, 2025 at 07:12 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Peruvian New Sol SGARCH
paramt-stat
ω1.450214,502,190.00
α0.51365,135,880.00
β0.48644,864,120.00
γ10.12111,210,540.00
γ2-0.0968-967,820.00
γ3-1.4974-14,973,750.00
γ43.797537,974,720.00
γ5-2.7666-27,665,830.00
γ6-1.4950-14,950,380.00
γ74.651446,513,710.00
γ8-4.6209-46,209,470.00
γ92.805028,049,820.00
γ10-1.1632-11,632,120.00
Estimation Period:
Jan 5, 1996 to Jun 27, 2025
Impact of return on volatility tomorrow
Volatility Forecasts