V-Lab
V-Lab
US Dollar to Argentine Peso GARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:3.63% (+0.17%)

Analysis last updated: Friday, April 19, 2024 at 07:22 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of US Dollar to Argentine Peso GARCH
paramt-stat
ω0.00008.00
α0.065227.91
β0.9348500.42
Estimation Period:
Nov 19, 1990 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts