Argentine Peso MF2-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, March 30th, 2026
1 Day
10.06%
decreased by 6.88%
1 Week
3,392,460,699,846,057,000,000,000,000,000,000,000,000,000,000,000,000,000.00%
increased by 3,392,460,699,846,057,000,000,000,000,000,000,000,000,000,000,000,000,000.00%
1 Month
925,226,653,312,581,600,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000.00%
increased by 925,226,653,312,581,600,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000.00%
Analysis last updated: Sunday, March 29, 2026 at 02:09 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.4936 | 4,936,490.00 | |
| 0.2564 | 2,563,510.00 | |
| 0.5000 | 5,000,000.00 | |
| 0.0198 | 197,890.00 | |
| 0.3827 | 3,826,630.00 | |
| 0.5547 | 5,546,820.00 |
Estimation Period:
Jan 6, 1992 to Mar 27, 2026
Jan 6, 1992 to Mar 27, 2026
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