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V-Lab

Peruvian New Sol Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, December 30th, 2025:37.17% (-0.01%)
Analysis last updated: Monday, December 29, 2025 at 07:09 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Peruvian New Sol SGARCH
paramt-stat
ω0.11730.01
α0.56620.67
β0.43381.74
γ1-0.9509-0.01
γ24.10430.00
γ3-17.3266-0.02
γ441.19880.50
γ5-52.0445-3.79
γ641.503910.44
γ7-24.4477-2.56
γ88.09140.34
γ95.60600.08
Estimation Period:
Jan 5, 1996 to Dec 26, 2025
Impact of return on volatility tomorrow
Volatility Forecasts