Argentine Peso EGARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
9.04%
decreased by 0.54%
1 Week
9.36%
decreased by 0.22%
1 Month
10.69%
increased by 1.11%
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 | |
|---|---|---|
| 0.0188 | 8.09 | |
| 0.2798 | 47.36 | |
| 0.9858 | 723.75 | |
| 0.0169 | 1.53 |
Estimation Period:
Mar 29, 2002 to Jun 5, 2026
Mar 29, 2002 to Jun 5, 2026
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