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

V-Lab

Argentine Peso GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, July 1st, 2025:117.16% (-8.73%)

Analysis last updated: Monday, June 30, 2025 at 07:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	48.8879	9.19
$α$	0.0601	131.45
$β$	0.9990	9,424.53
$ν$	2.0032	125,197.75

Estimation Period:
Mar 29, 2002 to Jun 27, 2025