V-Lab
V-Lab
Argentine Peso GARCH Volatility Analysis
Volatility Prediction for Monday, May 19th, 2025:22.45% (-1.25%)
Analysis last updated: Friday, May 16, 2025 at 07:01 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Argentine Peso GARCH
paramt-stat
ω0.001115.93
α0.121126.88
β0.8789254.10
Estimation Period:
Mar 29, 2002 to May 16, 2025
Impact of return on volatility tomorrow
Volatility Forecasts