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
8.44%
decreased by 0.48%
1 Week
8.47%
decreased by 0.45%
1 Month
8.58%
decreased by 0.34%
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 | |
|---|---|---|
| 0.0010 | 4.92 | |
| 0.1105 | 21.60 | |
| 0.8895 | 242.62 | |
| -0.1734 | -4.87 | |
| 1.9257 | 16.21 |
Estimation Period:
Mar 29, 2002 to Jun 5, 2026
Mar 29, 2002 to Jun 5, 2026
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