V-Lab: Peruvian New Sol Spline-GARCH Volatility Analysis

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V-Lab

Peruvian New Sol Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, October 31st, 2025:32.80% (-0.07%)

Analysis last updated: Thursday, October 30, 2025 at 11:27 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7971	0.56
$α$	0.5676	5.46
$β$	0.4324	260.46
$γ_{1}$	-1.1839	-0.02
$γ_{2}$	4.8091	0.05
$γ_{3}$	-18.3025	-0.46
$γ_{4}$	42.2637	37.25
$γ_{5}$	-56.8512	-55.49
$γ_{6}$	54.3201	34.73
$γ_{7}$	-39.7543	-25.22
$γ_{8}$	18.1736	1.73
$γ_{9}$	1.3803	0.03

Estimation Period:
Jan 5, 1996 to Oct 24, 2025

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