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, March 24th, 2025:22.80% (-1.71%)

Analysis last updated: Friday, March 21, 2025 at 07:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	26.3869	9.24
$α$	0.0596	129.78
$β$	0.9990	9,424.53
$ν$	2.0055	71,625.25

Estimation Period:
Mar 29, 2002 to Mar 21, 2025