Peruvian New Sol APARCH Volatility Analysis
Volatility Prediction for Thursday, November 13th, 2025:5.09% (-0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0008 | 9.53 | |
| 0.0654 | 30.70 | |
| 0.9346 | 260.19 | |
| -0.1036 | -4.70 | |
| 1.9700 | 24.43 |
Estimation Period:
Jan 5, 1996 to Nov 7, 2025
Jan 5, 1996 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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