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 Friday, May 22nd, 2026
1 Day
6.83%
decreased by 0.43%
1 Week
7.20%
decreased by 0.06%
1 Month
8.98%
increased by 1.72%
Analysis last updated: Thursday, May 21, 2026 at 07:16 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0007 | 7.08 | |
| 0.1980 | 29.01 | |
| 0.8504 | 231.09 | |
| -0.0164 | -2.07 |
Estimation Period:
Mar 29, 2002 to May 15, 2026
Mar 29, 2002 to May 15, 2026
Other Argentine Peso Analyses
Other AGARCH Analyses on Currencies