V-Lab: Argentine Peso APARCH Volatility Analysis

V-Lab

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V-Lab

Argentine Peso APARCH Volatility Analysis

Volatility Prediction for Wednesday, April 24th, 2024:4.80% (+0.91%)

Analysis last updated: Tuesday, April 23, 2024 at 07:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0012	4.55
$α$	0.1337	20.97
$β$	0.8663	150.79
$γ$	-0.1844	-4.55
$δ$	1.9170	14.06

Estimation Period:
Mar 29, 2002 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts