US Dollar to Peruvian New Sol MF2-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
8.11%
increased by 1.35%
1 Week
13.83%
increased by 7.07%
1 Month
162.89%
increased by 156.13%
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 | |
|---|---|---|
| 31 | ||
| 0.1695 | 23.16 | |
| 0.4501 | 25.39 | |
| 0.0013 | 0.04 | |
| 0.0175 | 0.12 | |
| 0.9960 | 1.71 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 15, 1991 to Jun 5, 2026
Jan 15, 1991 to Jun 5, 2026
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