V-Lab
V-Lab
US Dollar to Peruvian New Sol APARCH Volatility Analysis
Volatility Prediction for Monday, May 13th, 2024:7.46% (-0.29%)

Analysis last updated: Sunday, May 12, 2024 at 02:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of US Dollar to Peruvian New Sol APARCH
paramt-stat
ω0.001112.21
α0.079927.56
β0.9201208.49
γ-0.0231-1.15
δ1.985219.99
Estimation Period:
Jan 15, 1991 to May 10, 2024
Impact of return on volatility tomorrow
Volatility Forecasts