V-Lab: Argentine Peso GAS-GARCH Student T Volatility Analysis

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V-Lab

Argentine Peso GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:37.41% (-2.35%)

Analysis last updated: Friday, April 26, 2024 at 07:35 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	25.1757	9.14
$α$	0.0613	129.09
$β$	0.9990	9336.45
$ν$	2	64711.58

Estimation Period:
Mar 29, 2002 to Apr 26, 2024