US Dollar to Argentine Peso APARCH 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
8.67%
decreased by 0.29%
1 Week
8.67%
decreased by 0.29%
1 Month
8.67%
decreased by 0.29%
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 | |
|---|---|---|
| 0.0000 | 5.00 | |
| 0.0654 | 25.75 | |
| 0.9297 | 401.40 | |
| -0.1953 | -6.27 | |
| 2.0841 | 33.04 |
Estimation Period:
Nov 19, 1990 to Jun 5, 2026
Nov 19, 1990 to Jun 5, 2026
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