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{name} Model Equation

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Param	Value	t-stat
ωconst	0.0179	1.92*
αARCH	0.2783	11.80***
βGARCH	0.9856	180.55***
γleverage	0.0167	0.38

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0179	1.92*
α ARCH Response to squared shocks	0.2783	11.80***
β GARCH Volatility persistence	0.9856	180.55***
γ leverage Additional response to negative shocks	0.0167	0.38

V-Lab

Argentine Peso EGARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Argentine Peso Analyses