Argentine Peso EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:9.14% (+2.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0186 | 7.74 | |
| 0.2828 | 47.03 | |
| 0.9855 | 714.15 | |
| 0.0169 | 1.52 |
Estimation Period:
Mar 29, 2002 to Feb 6, 2026
Mar 29, 2002 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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