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

Skip to main content

V-Lab

Argentine Peso GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, November 25th, 2025:148.68% (-12.02%)

Analysis last updated: Monday, November 24, 2025 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	29.3753	9.26
$α$	0.0587	131.54
$β$	0.9990	9,514.29
$ν$	2.0051	77,120.81

Estimation Period:
Mar 29, 2002 to Nov 21, 2025