V-Lab: Argentine Peso AGARCH Volatility Analysis

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V-Lab

Argentine Peso AGARCH Volatility Analysis

Volatility Prediction for Monday, September 25th, 2023:2.62% (-0.15%)

Analysis last updated: Friday, September 22, 2023 at 07:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0010	16.81
$α$	0.2751	27.66
$β$	0.7995	187.46
$γ$	-0.0015	-0.30

Estimation Period:
Mar 29, 2002 to Sep 22, 2023

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts