Argentine Peso EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:9.24% (-0.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0188 | 7.87 | |
| 0.2823 | 47.11 | |
| 0.9856 | 717.32 | |
| 0.0167 | 1.50 |
Estimation Period:
Mar 29, 2002 to Feb 13, 2026
Mar 29, 2002 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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