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{name} Model Equation

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Param	Value	t-stat
ωconst	0.0009	2.57**
αARCH	0.1426	5.85***
βGARCH	0.8880	83.98***
γleverage	-0.0611	-1.66*

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0009	2.57**
α ARCH Response to squared shocks	0.1426	5.85***
β GARCH Volatility persistence	0.8880	83.98***
γ leverage Additional response to negative shocks	-0.0611	-1.66*

V-Lab

Argentine Peso GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Argentine Peso Analyses