Argentine Peso GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, January 2nd, 2026:4.13% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0010 | 11.06 | |
| 0.1559 | 23.68 | |
| 0.8775 | 291.61 | |
| -0.0667 | -6.69 |
Estimation Period:
Mar 29, 2002 to Dec 26, 2025
Mar 29, 2002 to Dec 26, 2025
News Impact Curve
Volatility Forecasts
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