V-Lab: Argentine Peso APARCH Volatility Analysis

V-Lab

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V-Lab

Argentine Peso APARCH Volatility Analysis

Volatility Prediction for Tuesday, February 18th, 2025:5.64% (-0.38%)

Analysis last updated: Monday, February 17, 2025 at 07:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0012	4.52
$α$	0.1351	19.98
$β$	0.8649	204.71
$γ$	-0.1439	-4.57
$δ$	1.9473	15.64

Estimation Period:
Mar 29, 2002 to Feb 14, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts