V-Lab: Argentine Peso GJR-GARCH Volatility Analysis

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V-Lab

Argentine Peso GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, January 30th, 2023:8.25% (-0.69%)

Analysis last updated: Sunday, January 29, 2023, 01:23 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0012	18.51
$α$	0.1869	18.96
$β$	0.8401	188.54
$γ$	-0.0540	-4.22

Estimation Period:
Mar 29, 2002 to Jan 28, 2023

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