Argentine Peso GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:5.82% (-0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0009 | 10.43 | |
| 0.1473 | 23.40 | |
| 0.8847 | 317.09 | |
| -0.0641 | -6.68 |
Estimation Period:
Mar 29, 2002 to Feb 6, 2026
Mar 29, 2002 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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