V-Lab: Argentine Peso GARCH Volatility Analysis

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V-Lab

Argentine Peso GARCH Volatility Analysis

Volatility Prediction for Wednesday, October 4th, 2023:3.87% (+0.75%)

Analysis last updated: Tuesday, October 3, 2023 at 07:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0014	23.27
$α$	0.1693	23.37
$β$	0.8307	179.84

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts