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{name} Model Equation

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Param	Value	t-stat
ωlong-run	1.2198	1.70*
αscore	0.0824	34.50***
βpersistence	0.9990	1,722.41***
νDF	2.2564	354.72***

Parameter	Value	t-statistic
ω long-run Long-run variance given a price move	1.2198	1.70*
α score Weight on the scaled score	0.0824	34.50***
β persistence Volatility persistence	0.9990	1,722.41***
ν DF Student-t tail thickness	2.2564	354.72***

V-Lab

Argentine Peso GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Argentine Peso Analyses