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, April 27th, 2026
1 Day
6.50%
decreased by 1.50%
1 Week
7.95%
decreased by 0.05%
1 Month
10.23%
increased by 2.23%
Analysis last updated: Friday, April 24, 2026 at 07:03 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 96 | ||
| 0.7500 | 7,499,900.00 | |
| 0.0000 | 100.00 | |
| 0.5000 | 5,000,000.00 | |
| 8.0006 | 27.39 | |
| 1.0000 | 10.53 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 6, 1992 to Apr 24, 2026
Jan 6, 1992 to Apr 24, 2026
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