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 Tuesday, June 9th, 2026
1 Day
8.76%
increased by 0.21%
1 Week
8.78%
increased by 0.23%
1 Month
8.88%
increased by 0.33%
Analysis last updated: Monday, June 8, 2026 at 07:14 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0009 | 10.31 | |
| 0.1439 | 23.33 | |
| 0.8873 | 331.32 | |
| -0.0624 | -6.71 |
Estimation Period:
Mar 29, 2002 to Jun 5, 2026
Mar 29, 2002 to Jun 5, 2026
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