US Dollar to 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, July 6th, 2026
1 Day
7.41%
decreased by 0.26%
1 Week
7.41%
decreased by 0.26%
1 Month
7.41%
decreased by 0.26%
Analysis last updated: Friday, July 3, 2026 at 07:28 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 8.00 | |
| 0.0938 | 21.34 | |
| 0.9328 | 533.33 | |
| -0.0531 | -7.69 |
Estimation Period:
Nov 19, 1990 to Jul 3, 2026
Nov 19, 1990 to Jul 3, 2026
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