Peruvian New Sol APARCH Volatility Analysis
Volatility Prediction for Thursday, December 4th, 2025:5.44% (-0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0008 | 9.54 | |
| 0.0653 | 30.71 | |
| 0.9347 | 261.24 | |
| -0.1056 | -4.80 | |
| 1.9689 | 24.50 |
Estimation Period:
Jan 5, 1996 to Nov 28, 2025
Jan 5, 1996 to Nov 28, 2025
News Impact Curve
Volatility Forecasts
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