Argentine Peso AGARCH Volatility Analysis
Volatility Prediction for Friday, October 17th, 2025:31.82% (-2.82%)
Parameter Estimates
param | t-stat | |
---|---|---|
0.0008 | 7.90 | |
0.2095 | 28.55 | |
0.8425 | 215.91 | |
-0.0147 | -1.98 |
Estimation Period:
Mar 29, 2002 to Oct 10, 2025
Mar 29, 2002 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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