US Dollar to Argentine Peso AGARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Monday, June 15th, 2026
1 Day
7.63%
decreased by 0.24%
1 Week
7.63%
decreased by 0.24%
1 Month
7.63%
decreased by 0.24%
Analysis last updated: Friday, June 12, 2026 at 08:13 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 8.00 | |
| 0.0645 | 28.90 | |
| 0.9355 | 528.51 | |
| 0.0000 | 0.00 |
Estimation Period:
Nov 19, 1990 to Jun 12, 2026
Nov 19, 1990 to Jun 12, 2026
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