V-Lab: Argentine Peso EGARCH Volatility Analysis

V-Lab

Argentine Peso EGARCH Volatility Analysis

Volatility Prediction for Tuesday, August 12th, 2025:16.53% (-1.72%)

Analysis last updated: Monday, August 11, 2025 at 07:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0163	5.90
$α$	0.3115	47.66
$β$	0.9825	652.37
$γ$	0.0119	1.06

Estimation Period:
Mar 29, 2002 to Aug 8, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts