V-Lab: Argentine Peso EGARCH Volatility Analysis

V-Lab

Argentine Peso EGARCH Volatility Analysis

Volatility Prediction for Monday, July 14th, 2025:46.96% (-6.26%)

Analysis last updated: Friday, July 11, 2025 at 07:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0189	6.43
$α$	0.3162	44.19
$β$	0.9827	644.41
$γ$	0.0094	0.82

Estimation Period:
Mar 29, 2002 to Jul 11, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts