Argentine Peso GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Monday, April 27th, 2026
1 Day
11.20%
decreased by 0.69%
1 Week
11.22%
decreased by 0.67%
1 Month
11.32%
decreased by 0.57%
Analysis last updated: Sunday, April 26, 2026 at 01:01 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0011 | 15.66 | |
| 0.1151 | 28.44 | |
| 0.8849 | 282.71 |
Estimation Period:
Mar 29, 2002 to Apr 24, 2026
Mar 29, 2002 to Apr 24, 2026
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