Argentine Peso GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:7.03% (-0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0009 | 10.45 | |
| 0.1460 | 23.34 | |
| 0.8857 | 322.20 | |
| -0.0634 | -6.66 |
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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