Peruvian New Sol APARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
5.04%
increased by 1.01%
1 Week
5.08%
increased by 1.05%
1 Month
5.22%
increased by 1.19%
Analysis last updated: Monday, June 8, 2026 at 07:14 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0008 | 9.71 | |
| 0.0661 | 30.87 | |
| 0.9339 | 261.08 | |
| -0.1027 | -4.71 | |
| 1.9660 | 24.42 |
Estimation Period:
Jan 5, 1996 to Jun 5, 2026
Jan 5, 1996 to Jun 5, 2026
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