Argentine Peso APARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Monday, April 27th, 2026
1 Day
12.95%
increased by 1.00%
1 Week
12.97%
increased by 1.02%
1 Month
13.04%
increased by 1.09%
Analysis last updated: Friday, April 24, 2026 at 07:01 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0010 | 4.92 | |
| 0.1111 | 21.47 | |
| 0.8889 | 241.16 | |
| -0.1734 | -4.88 | |
| 1.9257 | 16.17 |
Estimation Period:
Mar 29, 2002 to Apr 24, 2026
Mar 29, 2002 to Apr 24, 2026
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