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, May 25th, 2026
1 Day
7.12%
decreased by 12.41%
1 Week
10.59%
decreased by 8.94%
1 Month
19.62%
increased by 0.09%
Analysis last updated: Sunday, May 24, 2026 at 01:57 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 121 | ||
| 1.0000 | 9,999,900.00 | |
| 0.0000 | 100.00 | |
| 0.0000 | 0.00 | |
| 0.2845 | 131.35 | |
| 0.2900 | 10.49 | |
| 0.7100 | 24.64 |
Estimation Period:
Jan 6, 1992 to May 22, 2026
Jan 6, 1992 to May 22, 2026
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