V-Lab: Argentine Peso EGARCH Volatility Analysis

V-Lab

Argentine Peso EGARCH Volatility Analysis

Volatility Prediction for Friday, September 19th, 2025:17.20% (-1.37%)

Analysis last updated: Thursday, September 18, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0167	6.32
$α$	0.3049	49.03
$β$	0.9832	664.78
$γ$	0.0143	1.28

Estimation Period:
Mar 29, 2002 to Sep 12, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts