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V-Lab

Peruvian New Sol Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, March 9th, 2026:14.04% (-6.36%)
Analysis last updated: Friday, March 6, 2026 at 07:12 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Peruvian New Sol SGARCH
paramt-stat
ω0.15271,527,120.00
α0.56965,695,770.00
β0.43044,304,230.00
γ10.40144,013,820.00
γ2-4.0019-40,019,080.00
γ310.9143109,142,800.00
γ4-13.4585-134,584,700.00
γ59.626996,269,040.00
γ6-5.8471-58,471,390.00
γ74.881648,816,170.00
Estimation Period:
Jan 5, 1996 to Mar 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts