Peruvian New Sol GAS-GARCH Student T Volatility Analysis
Volatility prediction for Thursday, June 11th, 2026
1 Day
5.35%
increased by 0.96%
1 Week
5.35%
increased by 0.96%
1 Month
5.32%
increased by 0.93%
Analysis last updated: Wednesday, June 10, 2026 at 08:04 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 0.00 | |
| 0.2080 | 100.86 | |
| 0.9990 | 71,357.14 | |
| 5.9672 | 28.34 |
Estimation Period:
Jan 5, 1996 to Jun 5, 2026
Jan 5, 1996 to Jun 5, 2026
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