V-Lab: Argentine Peso GJR-GARCH Volatility Analysis

V-Lab

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V-Lab

Argentine Peso GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 25th, 2024:4.45% (-0.29%)

Analysis last updated: Wednesday, April 24, 2024 at 07:07 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0011	9.21
$α$	0.1771	23.20
$β$	0.8624	210.90
$γ$	-0.0790	-6.90

Estimation Period:
Mar 29, 2002 to Apr 19, 2024

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Volatility Forecasts

Volatility Forecasts