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V-Lab

Peruvian New Sol AGARCH Volatility Analysis

High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful

Volatility prediction for Wednesday, June 17th, 2026

1 Day

7.90%

decreased by 0.21%

1 Week

7.95%

decreased by 0.16%

1 Month

8.17%

increased by 0.06%

Analysis last updated: Tuesday, June 16, 2026 at 08:25 PM UTC

Date Range:

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graph of Peruvian New Sol AGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time