V-Lab: Argentine Peso GJR-GARCH Volatility Analysis

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V-Lab

Argentine Peso GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, June 2nd, 2023:7.93% (-0.48%)

Analysis last updated: Thursday, June 1, 2023 at 07:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0012	18.56
$α$	0.1846	19.40
$β$	0.8422	191.50
$γ$	-0.0537	-4.31

Estimation Period:
Mar 29, 2002 to May 27, 2023

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Volatility Forecasts

Volatility Forecasts