Argentine Peso 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
7.60%
decreased by 0.40%
1 Week
7.63%
decreased by 0.37%
1 Month
7.77%
decreased by 0.23%
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 | |
|---|---|---|
| 0.0011 | 15.78 | |
| 0.1144 | 28.57 | |
| 0.8856 | 286.32 |
Estimation Period:
Mar 29, 2002 to Jun 5, 2026
Mar 29, 2002 to Jun 5, 2026
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