V-Lab: Argentine Peso MF2-GARCH Volatility Analysis

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V-Lab

Argentine Peso MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, April 26th, 2024:0.81% (-0.15%)

Analysis last updated: Thursday, April 25, 2024 at 07:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	106
$α$	0.8496	8495840.00
$β$	0.0051	50970.00
$γ$	0.2906	2906390.00
$λ_{1}$	0.1889	1888620.00
$λ_{2}$	0.0000	100.00
$λ_{3}$	0.9932	9932080.00

Estimation Period:
Jan 6, 1992 to Apr 19, 2024

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts