Peruvian New Sol APARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:6.03% (-0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0008 | 9.63 | |
| 0.0654 | 30.84 | |
| 0.9346 | 261.71 | |
| -0.1025 | -4.69 | |
| 1.9716 | 24.55 |
Estimation Period:
Jan 5, 1996 to Feb 6, 2026
Jan 5, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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