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 Wednesday, April 15th, 2026
1 Day
25.17%
increased by 14.42%
1 Week
26.42%
increased by 15.67%
1 Month
32.53%
increased by 21.78%
Analysis last updated: Tuesday, April 14, 2026 at 07:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0007 | 7.18 | |
| 0.1979 | 29.01 | |
| 0.8503 | 231.00 | |
| -0.0162 | -2.06 |
Estimation Period:
Mar 29, 2002 to Apr 10, 2026
Mar 29, 2002 to Apr 10, 2026
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