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V-Lab

Peruvian New Sol 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 Tuesday, March 31st, 2026

1 Day

5.33%

decreased by 0.21%

1 Week

5.33%

decreased by 0.21%

1 Month

5.33%

decreased by 0.21%

Analysis last updated: Monday, March 30, 2026 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Peruvian New Sol SGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time
paramt-stat
ω0.17141,714,110.00
α0.57645,763,570.00
β0.42364,236,430.00
γ1-0.2799-2,799,400.00
γ21.840918,409,400.00
γ3-10.2698-102,698,500.00
γ423.0728230,727,600.00
γ5-21.5566-215,566,300.00
γ66.666066,660,470.00
γ72.010320,103,050.00
γ8-2.0275-20,275,010.00
γ9-0.0999-998,520.00
γ101.648116,481,010.00
Estimation Period:
Jan 5, 1996 to Mar 27, 2026