V-Lab: Argentine Peso APARCH Volatility Analysis

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Argentine Peso APARCH Volatility Analysis

Volatility Prediction for Wednesday, November 26th, 2025:13.53% (-0.85%)

Analysis last updated: Tuesday, November 25, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0010	4.78
$α$	0.1177	20.63
$β$	0.8823	230.97
$γ$	-0.1720	-4.91
$δ$	1.9268	15.87

Estimation Period:
Mar 29, 2002 to Nov 21, 2025

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Volatility Forecasts