V-Lab: Argentine Peso EGARCH Volatility Analysis

V-Lab

Argentine Peso EGARCH Volatility Analysis

Volatility Prediction for Monday, May 12th, 2025:29.23% (-3.82%)

Analysis last updated: Sunday, May 11, 2025 at 01:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0195	5.31
$α$	0.3017	50.16
$β$	0.9834	719.35
$γ$	0.0045	0.42

Estimation Period:
Mar 29, 2002 to May 9, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts