Peruvian New Sol APARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:5.48% (-0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0008 | 9.52 | |
| 0.0653 | 30.86 | |
| 0.9347 | 262.26 | |
| -0.1027 | -4.69 | |
| 1.9700 | 24.57 |
Estimation Period:
Jan 5, 1996 to Feb 13, 2026
Jan 5, 1996 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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