V-Lab: Argentine Peso EGARCH Volatility Analysis

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V-Lab

Argentine Peso EGARCH Volatility Analysis

Volatility Prediction for Monday, January 30th, 2023:8.91% (-0.64%)

Analysis last updated: Friday, January 27, 2023, 07:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0080	3.03
$α$	0.3643	48.76
$β$	0.9788	630.24
$γ$	0.0087	0.77

Estimation Period:
Mar 29, 2002 to Jan 27, 2023

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts