V-Lab: Argentine Peso APARCH Volatility Analysis

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V-Lab

Argentine Peso APARCH Volatility Analysis

Volatility Prediction for Monday, January 30th, 2023:8.97% (-0.68%)

Analysis last updated: Friday, January 27, 2023, 07:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0012	3.66
$α$	0.1580	15.97
$β$	0.8420	211.24
$γ$	-0.0988	-3.61
$δ$	1.9742	13.82

Estimation Period:
Mar 29, 2002 to Jan 27, 2023

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Volatility Forecasts

Volatility Forecasts