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

V-Lab

Argentine Peso GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, October 6th, 2025:221.68% (-18.13%)

Analysis last updated: Friday, October 3, 2025 at 07:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	51.2766	9.26
$α$	0.0591	132.01
$β$	0.9990	9,424.53
$ν$	2.0029	133,527.20

Estimation Period:
Mar 29, 2002 to Oct 3, 2025