Argentine Peso GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, November 24th, 2025:17.42% (+0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0009 | 10.87 | |
| 0.1533 | 23.61 | |
| 0.8798 | 299.66 | |
| -0.0663 | -6.71 |
Estimation Period:
Mar 29, 2002 to Nov 21, 2025
Mar 29, 2002 to Nov 21, 2025
News Impact Curve
Volatility Forecasts
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