Argentine Peso GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 11th, 2026:11.92% (-0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0009 | 10.48 | |
| 0.1457 | 23.35 | |
| 0.8857 | 321.95 | |
| -0.0627 | -6.66 |
Estimation Period:
Mar 29, 2002 to Mar 6, 2026
Mar 29, 2002 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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