Argentine Peso AGARCH 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
8.81%
decreased by 0.50%
1 Week
9.26%
decreased by 0.05%
1 Month
11.46%
increased by 2.15%
Analysis last updated: Tuesday, June 9, 2026 at 07:01 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0007 | 7.05 | |
| 0.1968 | 29.10 | |
| 0.8510 | 232.84 | |
| -0.0165 | -2.08 |
Estimation Period:
Mar 29, 2002 to Jun 5, 2026
Mar 29, 2002 to Jun 5, 2026
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