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

V-Lab

Argentine Peso GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, July 18th, 2025:130.87% (-9.21%)

Analysis last updated: Thursday, July 17, 2025 at 07:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	44.6045	9.20
$α$	0.0599	131.32
$β$	0.9990	9,424.53
$ν$	2.0035	111,303.61

Estimation Period:
Mar 29, 2002 to Jul 11, 2025