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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0011	15.75***
α ARCH Response to squared shocks	0.1143	28.74***
β GARCH Volatility persistence	0.8857	287.39***

V-Lab

Argentine Peso GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Argentine Peso Analyses