V-Lab
V-Lab
US Dollar to Argentine Peso APARCH Volatility Analysis
Volatility Prediction for Monday, May 20th, 2024:4.51% (-0.15%)

Analysis last updated: Friday, May 17, 2024 at 07:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of US Dollar to Argentine Peso APARCH
paramt-stat
ω0.00005.00
α0.066424.95
β0.9288383.65
γ-0.1961-6.13
δ2.075032.38
Estimation Period:
Nov 19, 1990 to May 17, 2024
Impact of return on volatility tomorrow
Volatility Forecasts