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 Monday, January 30th, 2023:58.28% (-0.73%)

Analysis last updated: Friday, January 27, 2023, 07:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	17.7463	9.41
$α$	0.0569	119.50
$β$	0.9990	9605.77
$ν$	2	51473.92

Estimation Period:
Mar 29, 2002 to Jan 27, 2023