V-Lab: Argentine Peso AGARCH Volatility Analysis

V-Lab

Argentine Peso AGARCH Volatility Analysis

Volatility Prediction for Monday, June 23rd, 2025:20.78% (+2.87%)

Analysis last updated: Friday, June 20, 2025 at 07:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0008	9.11
$α$	0.2153	28.81
$β$	0.8389	207.64
$γ$	-0.0113	-1.58

Estimation Period:
Mar 29, 2002 to Jun 20, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts