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, June 17th, 2026
1 Day
6.29%
decreased by 0.22%
1 Week
6.32%
decreased by 0.19%
1 Month
6.46%
decreased by 0.05%
Analysis last updated: Tuesday, June 16, 2026 at 08:24 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 | 23.37 | |
| 0.8873 | 331.19 | |
| -0.0623 | -6.71 |
Estimation Period:
Mar 29, 2002 to Jun 12, 2026
Mar 29, 2002 to Jun 12, 2026
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