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 Monday, May 25th, 2026
1 Day
9.01%
decreased by 0.52%
1 Week
9.04%
decreased by 0.49%
1 Month
9.14%
decreased by 0.39%
Analysis last updated: Sunday, May 24, 2026 at 01:08 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0009 | 10.29 | |
| 0.1450 | 23.35 | |
| 0.8864 | 326.72 | |
| -0.0628 | -6.72 |
Estimation Period:
Mar 29, 2002 to May 22, 2026
Mar 29, 2002 to May 22, 2026
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