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

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V-Lab

Argentine Peso GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, September 17th, 2024:37.64% (+0.20%)

Analysis last updated: Monday, September 16, 2024 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	49.9394	9.20
$α$	0.0605	129.18
$β$	0.9990	9424.53
$ν$	2	133534.13

Estimation Period:
Mar 29, 2002 to Sep 13, 2024