Argentine Peso GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, January 22nd, 2026:7.54% (-0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0009 | 10.42 | |
| 0.1471 | 23.37 | |
| 0.8849 | 317.73 | |
| -0.0639 | -6.66 |
Estimation Period:
Mar 29, 2002 to Jan 16, 2026
Mar 29, 2002 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
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