V-Lab: Argentine Peso GARCH Volatility Analysis

V-Lab

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V-Lab

Argentine Peso GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 12th, 2021:8.52% (-0.02%)

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0901	4.36
$α$	0.3172	7.58
$β$	0.6828	23.07

Estimation Period:
Mar 29, 2002 to May 7, 2021

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts