US Dollar to Peruvian New Sol GJR-GARCH 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 10th, 2026
1 Day
6.59%
increased by 1.68%
1 Week
6.63%
increased by 1.72%
1 Month
6.79%
increased by 1.88%
Analysis last updated: Tuesday, June 9, 2026 at 07:03 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0010 | 4.74 | |
| 0.0829 | 22.64 | |
| 0.9222 | 317.45 | |
| -0.0102 | -1.57 |
Estimation Period:
Jan 15, 1991 to Jun 5, 2026
Jan 15, 1991 to Jun 5, 2026
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