Argentine Peso GJR-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Wednesday, April 22nd, 2026
1 Day
13.35%
increased by 1.51%
1 Week
13.36%
increased by 1.52%
1 Month
13.43%
increased by 1.59%
Analysis last updated: Tuesday, April 21, 2026 at 07:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0009 | 10.26 | |
| 0.1447 | 23.31 | |
| 0.8866 | 327.53 | |
| -0.0627 | -6.71 |
Estimation Period:
Mar 29, 2002 to Apr 17, 2026
Mar 29, 2002 to Apr 17, 2026
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