US Dollar to 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 Wednesday, June 10th, 2026
1 Day
7.72%
decreased by 3.58%
1 Week
205,279,877.44%
increased by 205,279,866.14%
1 Month
1,252,720,399,770,036,600,000,000,000,000,000,000,000.00%
increased by 1,252,720,399,770,036,600,000,000,000,000,000,000,000.00%
Analysis last updated: Tuesday, June 9, 2026 at 07:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 1.0000 | 9,999,900.00 | |
| 0.1081 | 1,081,480.00 | |
| -0.2163 | -2,162,760.00 | |
| 0.1266 | 1,265,580.00 | |
| 0.1888 | 1,888,270.00 | |
| 0.8112 | 8,111,730.00 |
Estimation Period:
Nov 19, 1990 to Jun 5, 2026
Nov 19, 1990 to Jun 5, 2026
Other MF2-GARCH Analyses on Currencies