US Dollar to Argentine Peso GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:6.03% (-0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 8.00 | |
| 0.0940 | 21.35 | |
| 0.9328 | 530.59 | |
| -0.0535 | -7.73 |
Estimation Period:
Nov 19, 1990 to Feb 20, 2026
Nov 19, 1990 to Feb 20, 2026
News Impact Curve
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