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

V-Lab

| |

V-Lab

Argentine Peso GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, December 30th, 2024:33.56% (+0.21%)

Analysis last updated: Sunday, December 29, 2024 at 03:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	15.1052	9.19
$α$	0.0599	129.48
$β$	0.9990	9424.53
$ν$	2	38653.04

Estimation Period:
Mar 29, 2002 to Dec 27, 2024