Argentine Peso EGARCH Volatility Analysis
Volatility Prediction for Thursday, January 8th, 2026:10.77% (-0.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0185 | 7.50 | |
| 0.2919 | 48.18 | |
| 0.9849 | 685.40 | |
| 0.0168 | 1.51 |
Estimation Period:
Mar 29, 2002 to Jan 2, 2026
Mar 29, 2002 to Jan 2, 2026
News Impact Curve
Volatility Forecasts
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