V-Lab: Peruvian New Sol APARCH Volatility Analysis

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Peruvian New Sol APARCH Volatility Analysis

Volatility Prediction for Tuesday, November 4th, 2025:6.31% (+0.46%)

Analysis last updated: Monday, November 3, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0008	9.53
$α$	0.0654	30.68
$β$	0.9346	260.12
$γ$	-0.1037	-4.69
$δ$	1.9701	24.41

Estimation Period:
Jan 5, 1996 to Oct 31, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts