Skip to main content
V-Lab
V-Lab
Argentine Peso EGARCH Volatility Analysis
Volatility Prediction for Monday, November 17th, 2025:16.90% (-1.84%)
Analysis last updated: Friday, November 14, 2025 at 07:10 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Argentine Peso EGARCH
paramt-stat
ω0.01957.88
α0.288247.51
β0.9855692.53
γ0.01681.51
Estimation Period:
Mar 29, 2002 to Nov 14, 2025
Impact of return on volatility tomorrow
Volatility Forecasts