V-Lab: Argentine Peso APARCH Volatility Analysis

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Argentine Peso APARCH Volatility Analysis

Volatility Prediction for Monday, October 27th, 2025:23.31% (-1.55%)

Analysis last updated: Sunday, October 26, 2025 at 01:47 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0010	4.80
$α$	0.1174	20.72
$β$	0.8826	232.33
$γ$	-0.1689	-4.87
$δ$	1.9292	15.97

Estimation Period:
Mar 29, 2002 to Oct 24, 2025

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