Peruvian New Sol EGARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
7.04%
increased by 1.81%
1 Week
7.12%
increased by 1.89%
1 Month
7.37%
increased by 2.14%
Analysis last updated: Tuesday, June 9, 2026 at 07:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0753 | -5.95 | |
| 0.2203 | 26.53 | |
| 0.9460 | 151.51 | |
| 0.0178 | 1.60 |
Estimation Period:
Jan 5, 1996 to Jun 5, 2026
Jan 5, 1996 to Jun 5, 2026
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