V-Lab: Argentine Peso EGARCH Volatility Analysis

V-Lab

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V-Lab

Argentine Peso EGARCH Volatility Analysis

Volatility Prediction for Friday, September 20th, 2024:3.03% (+0.05%)

Analysis last updated: Thursday, September 19, 2024 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0070	2.46
$α$	0.3248	48.61
$β$	0.9797	582.10
$γ$	0.0156	1.39

Estimation Period:
Mar 29, 2002 to Sep 13, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts