V-Lab: Argentine Peso GJR-GARCH Volatility Analysis

V-Lab

Argentine Peso GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, June 2nd, 2025:17.86% (+4.37%)

Analysis last updated: Friday, May 30, 2025 at 07:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0010	11.69
$α$	0.1543	23.40
$β$	0.8771	287.02
$γ$	-0.0628	-6.27

Estimation Period:
Mar 29, 2002 to May 30, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts