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 Wednesday, February 5th, 2025:43.71% (+5.40%)

Analysis last updated: Tuesday, February 4, 2025 at 07:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	53.9014	9.23
$α$	0.0598	129.52
$β$	0.9990	9424.53
$ν$	2	143052.93

Estimation Period:
Mar 29, 2002 to Jan 31, 2025