V-Lab: Argentine Peso APARCH Volatility Analysis

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V-Lab

Argentine Peso APARCH Volatility Analysis

Volatility Prediction for Monday, September 25th, 2023:3.55% (-0.28%)

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
$ω$	0.0012	4.37
$α$	0.1596	20.22
$β$	0.8404	196.64
$γ$	-0.1183	-4.24
$δ$	1.9635	16.24

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts