V-Lab: Argentine Peso APARCH Volatility Analysis

V-Lab

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V-Lab

Argentine Peso APARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:3.97% (-0.25%)

Analysis last updated: Friday, April 26, 2024 at 07:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0012	4.49
$α$	0.1366	20.52
$β$	0.8634	156.68
$γ$	-0.1749	-4.55
$δ$	1.9246	14.30

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts