Peruvian New Sol APARCH Volatility Analysis
Volatility Prediction for Monday, February 2nd, 2026:6.23% (-0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0008 | 9.63 | |
| 0.0654 | 30.81 | |
| 0.9346 | 261.95 | |
| -0.1024 | -4.68 | |
| 1.9709 | 24.57 |
Estimation Period:
Jan 5, 1996 to Jan 30, 2026
Jan 5, 1996 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
Other Peruvian New Sol Analyses
Other APARCH Analyses on Currencies