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

Skip to main content

V-Lab

Argentine Peso GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, October 15th, 2025:127.26% (+15.34%)

Analysis last updated: Tuesday, October 14, 2025 at 07:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	37.4867	9.23
$α$	0.0593	131.77
$β$	0.9990	9,424.53
$ν$	2.0041	95,431.95

Estimation Period:
Mar 29, 2002 to Oct 10, 2025