Argentine Peso GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Monday, May 11th, 2026
1 Day
10.48%
decreased by 0.18%
1 Week
10.51%
decreased by 0.15%
1 Month
10.61%
decreased by 0.05%
Analysis last updated: Friday, May 8, 2026 at 07:01 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0011 | 15.62 | |
| 0.1149 | 28.49 | |
| 0.8851 | 283.88 |
Estimation Period:
Mar 29, 2002 to May 8, 2026
Mar 29, 2002 to May 8, 2026
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