V-Lab: Argentine Peso APARCH Volatility Analysis

V-Lab

Argentine Peso APARCH Volatility Analysis

Volatility Prediction for Thursday, June 19th, 2025:10.05% (+3.28%)

Analysis last updated: Wednesday, June 18, 2025 at 07:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0011	4.77
$α$	0.1238	20.35
$β$	0.8762	215.87
$γ$	-0.1594	-4.83
$δ$	1.9362	15.90

Estimation Period:
Mar 29, 2002 to Jun 13, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts