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, September 25th, 2023:20.28% (-1.43%)

Analysis last updated: Friday, September 22, 2023 at 07:17 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	21.4839	9.31
$α$	0.0586	123.39
$β$	0.9990	9514.29
$ν$	2	60801.58

Estimation Period:
Mar 29, 2002 to Sep 22, 2023