V-Lab
V-Lab

Peruvian New Sol Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 18th, 2025:2.24% (-0.51%)

Analysis last updated: Monday, February 17, 2025 at 07:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Peruvian New Sol SGARCH
paramt-stat
ω5.93720.57
α0.5721105.02
β0.4271193.88
γ1-1.8888-0.93
γ27.04562.58
γ3-20.7137-12.38
γ441.720738.02
γ5-48.1276-49.82
γ636.285429.69
γ7-23.7891-21.09
γ815.131815.29
γ9-8.7593-10.65
Estimation Period:
Jan 5, 1996 to Feb 14, 2025
Impact of return on volatility tomorrow
Volatility Forecasts