V-Lab: Argentine Peso EGARCH Volatility Analysis

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V-Lab

Argentine Peso EGARCH Volatility Analysis

Volatility Prediction for Monday, September 25th, 2023:2.60% (-0.24%)

Analysis last updated: Friday, September 22, 2023 at 07:14 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0136	4.91
$α$	0.3609	52.72
$β$	0.9806	629.82
$γ$	0.0164	1.41

Estimation Period:
Mar 29, 2002 to Sep 22, 2023

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts