V-Lab

Peruvian New Sol Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, June 16th, 2025:3.71% (-1.90%)
Analysis last updated: Sunday, June 15, 2025 at 03:01 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Peruvian New Sol SGARCH
paramt-stat
ω0.0685684,790.00
α0.56245,624,400.00
β0.43764,375,600.00
γ1-1.8136-18,135,890.00
γ27.324773,246,920.00
γ3-21.5536-215,535,700.00
γ442.2674422,673,700.00
γ5-47.0997-470,997,200.00
γ632.4139324,138,500.00
γ7-17.5283-175,283,200.00
γ86.010560,104,800.00
γ94.253842,538,030.00
Estimation Period:
Jan 5, 1996 to Jun 13, 2025
Impact of return on volatility tomorrow
Volatility Forecasts