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, July 29th, 2024:32.63% (+2.20%)

Analysis last updated: Friday, July 26, 2024 at 07:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	33.9859	9.17
$α$	0.0608	128.99
$β$	0.9990	9336.45
$ν$	2	87148.39

Estimation Period:
Mar 29, 2002 to Jul 26, 2024