V-Lab: Argentine Peso GJR-GARCH Volatility Analysis

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Argentine Peso GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, October 24th, 2025:25.66% (-1.69%)

Analysis last updated: Thursday, October 23, 2025 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0009	10.92
$α$	0.1523	23.58
$β$	0.8802	301.66
$γ$	-0.0652	-6.61

Estimation Period:
Mar 29, 2002 to Oct 18, 2025

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