V-Lab
Peruvian New Sol APARCH Volatility Analysis
Volatility Prediction for Monday, October 7th, 2024:7.03% (-0.21%)
Analysis last updated: Friday, October 4, 2024 at 07:16 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0008 | 9.84 | |
| 0.0679 | 29.67 | |
| 0.9321 | 247.84 | |
| -0.0907 | -3.91 | |
| 1.9781 | 23.79 |
Estimation Period:
Jan 5, 1996 to Oct 4, 2024
Jan 5, 1996 to Oct 4, 2024
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