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

V-Lab

Argentine Peso GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, April 21st, 2025:60.08% (-4.98%)

Analysis last updated: Friday, April 18, 2025 at 07:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	34.7363	9.24
$α$	0.0594	129.64
$β$	0.9990	9,424.53
$ν$	2.0043	91,106.50

Estimation Period:
Mar 29, 2002 to Apr 18, 2025