V-Lab: Argentine Peso APARCH Volatility Analysis

V-Lab

Argentine Peso APARCH Volatility Analysis

Volatility Prediction for Monday, July 14th, 2025:60.27% (-4.24%)

Analysis last updated: Friday, July 11, 2025 at 07:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0011	4.54
$α$	0.1246	19.98
$β$	0.8754	205.59
$γ$	-0.1495	-4.39
$δ$	1.9434	15.31

Estimation Period:
Mar 29, 2002 to Jul 11, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts