V-Lab: Argentine Peso GAS-GARCH Student T Volatility Analysis

V-Lab

Argentine Peso GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, July 31st, 2025:123.95% (-6.97%)

Analysis last updated: Wednesday, July 30, 2025 at 07:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	33.1441	9.20
$α$	0.0598	131.43
$β$	0.9990	9,424.53
$ν$	2.0047	83,530.04

Estimation Period:
Mar 29, 2002 to Jul 25, 2025