V-Lab
V-Lab
Argentine Peso GARCH Volatility Analysis
Volatility Prediction for Tuesday, July 1st, 2025:11.14% (-0.77%)
Analysis last updated: Monday, June 30, 2025 at 07:01 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Argentine Peso GARCH
paramt-stat
ω0.001216.13
α0.129326.90
β0.8707232.92
Estimation Period:
Mar 29, 2002 to Jun 27, 2025
Impact of return on volatility tomorrow
Volatility Forecasts