V-Lab
Peruvian New Sol APARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:9.22% (+0.22%)
Analysis last updated: Friday, April 26, 2024 at 07:17 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0008 | 10.01 | |
| 0.0686 | 29.29 | |
| 0.9314 | 242.81 | |
| -0.0814 | -3.48 | |
| 1.9823 | 23.39 |
Estimation Period:
Jan 5, 1996 to Apr 26, 2024
Jan 5, 1996 to Apr 26, 2024
News Impact Curve
Volatility Forecasts
Other Peruvian New Sol Analyses