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

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Argentine Peso GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, November 4th, 2025:181.73% (+3.55%)

Analysis last updated: Monday, November 3, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	49.1347	9.26
$α$	0.0588	131.54
$β$	0.9990	9,514.29
$ν$	2.0031	125,193.56

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