V-Lab
V-Lab
Argentine Peso EGARCH Volatility Analysis
Volatility Prediction for Wednesday, April 24th, 2024:5.42% (+0.85%)

Analysis last updated: Tuesday, April 23, 2024 at 07:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Argentine Peso EGARCH
paramt-stat
ω0.00923.30
α0.308244.13
β0.9815579.42
γ0.02432.02
Estimation Period:
Mar 29, 2002 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts