V-Lab
V-Lab
Argentine Peso AGARCH Volatility Analysis
Volatility Prediction for Friday, May 10th, 2024:7.06% (-0.40%)

Analysis last updated: Thursday, May 9, 2024 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Argentine Peso AGARCH
paramt-stat
ω0.00107.90
α0.257628.81
β0.8096197.37
γ-0.0151-2.17
Estimation Period:
Mar 29, 2002 to May 3, 2024
Impact of return on volatility tomorrow
Volatility Forecasts