Argentine Peso GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, November 13th, 2025:21.71% (-1.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0009 | 10.83 | |
| 0.1527 | 23.58 | |
| 0.8801 | 301.10 | |
| -0.0656 | -6.64 |
Estimation Period:
Mar 29, 2002 to Nov 7, 2025
Mar 29, 2002 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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