V-Lab: Peruvian New Sol APARCH Volatility Analysis

V-Lab

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V-Lab

Peruvian New Sol APARCH Volatility Analysis

Volatility Prediction for Wednesday, January 15th, 2025:6.34% (+0.74%)

Analysis last updated: Tuesday, January 14, 2025 at 07:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0008	9.74
$α$	0.0671	29.93
$β$	0.9329	251.73
$γ$	-0.0914	-3.96
$δ$	1.9775	23.98

Estimation Period:
Jan 5, 1996 to Jan 10, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts