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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1714 | 1,714,110.00 | |
| 0.5764 | 5,763,570.00 | |
| 0.4236 | 4,236,430.00 | |
| -0.2799 | -2,799,400.00 | |
| 1.8409 | 18,409,400.00 | |
| -10.2698 | -102,698,500.00 | |
| 23.0728 | 230,727,600.00 | |
| -21.5566 | -215,566,300.00 | |
| 6.6660 | 66,660,470.00 | |
| 2.0103 | 20,103,050.00 | |
| -2.0275 | -20,275,010.00 | |
| -0.0999 | -998,520.00 | |
| 1.6481 | 16,481,010.00 |
Estimation Period:
Jan 5, 1996 to Mar 27, 2026
Jan 5, 1996 to Mar 27, 2026
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