Argentine Peso GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
138.56%
increased by 9.82%
1 Week
138.53%
increased by 9.79%
1 Month
138.40%
increased by 9.66%
Analysis last updated: Thursday, June 11, 2026 at 08:00 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 58.1493 | 9.26 | |
| 0.0589 | 134.10 | |
| 0.9990 | 9,424.53 | |
| 2.0026 | 154,043.15 |
Estimation Period:
Mar 29, 2002 to Jun 5, 2026
Mar 29, 2002 to Jun 5, 2026
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