Peruvian New Sol APARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Monday, May 4th, 2026
1 Day
9.23%
decreased by 0.28%
1 Week
9.25%
decreased by 0.26%
1 Month
9.33%
decreased by 0.18%
Analysis last updated: Friday, May 1, 2026 at 07:52 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0008 | 9.61 | |
| 0.0651 | 31.00 | |
| 0.9349 | 262.97 | |
| -0.1044 | -4.79 | |
| 1.9691 | 24.59 |
Estimation Period:
Jan 5, 1996 to May 1, 2026
Jan 5, 1996 to May 1, 2026
Other Peruvian New Sol Analyses
Other APARCH Analyses on Currencies