Argentine Peso EGARCH Volatility Analysis
Volatility Prediction for Friday, November 7th, 2025:24.19% (-1.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0197 | 7.91 | |
| 0.2880 | 47.41 | |
| 0.9856 | 691.63 | |
| 0.0164 | 1.47 |
Estimation Period:
Mar 29, 2002 to Oct 31, 2025
Mar 29, 2002 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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