V-Lab
V-Lab
Argentine Peso GARCH Volatility Analysis
Volatility Prediction for Monday, March 27th, 2023:10.76% (-0.88%)

Analysis last updated: Sunday, March 26, 2023, 01:28 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Argentine Peso GARCH
paramt-stat
ω0.001322.58
α0.165122.34
β0.8349168.33
Estimation Period:
Mar 29, 2002 to Mar 25, 2023
Impact of return on volatility tomorrow
Volatility Forecasts