V-Lab: Argentine Peso AGARCH Volatility Analysis

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V-Lab

Argentine Peso AGARCH Volatility Analysis

Volatility Prediction for Monday, July 29th, 2024:7.79% (+4.83%)

Analysis last updated: Friday, July 26, 2024 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0010	10.09
$α$	0.2459	28.34
$β$	0.8139	195.42
$γ$	-0.0124	-1.89

Estimation Period:
Mar 29, 2002 to Jul 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts