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

V-Lab

Argentine Peso GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, September 1st, 2025:110.48% (+11.09%)

Analysis last updated: Friday, August 29, 2025 at 07:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	23.2676	9.21
$α$	0.0596	131.76
$β$	0.9990	9,424.53
$ν$	2.0066	59,017.35

Estimation Period:
Mar 29, 2002 to Aug 29, 2025