V-Lab: Argentine Peso GJR-GARCH Volatility Analysis

V-Lab

Argentine Peso GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, June 19th, 2025:10.38% (+3.65%)

Analysis last updated: Wednesday, June 18, 2025 at 07:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0010	11.95
$α$	0.1578	23.50
$β$	0.8737	273.88
$γ$	-0.0631	-6.20

Estimation Period:
Mar 29, 2002 to Jun 13, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts